This is a child's question I failed to answer. When observing some stars with naked eye, some stars (e.g. Regulus) appeared to blink significantly more than others, but I did not have the patience to identify them. Those stars twinkling more were on different positions on the sky, not next to each other. The sky was clear and cloudless, with quite a bit of ambient light of the neighbouring houses.
I tend to say that brighter stars seems to blink more, and the atmopheric effects are simply easier to perceive. But is that really correct?