TeX 53.6%
Python 46.2%
1\documentclass[12pt]{article}2\usepackage[margin=1.1in]{geometry}3\usepackage{setspace}4\onehalfspacing5\begin{document}6\thispagestyle{empty}78\begin{center}9{\Large\bfseries Author Statement}\\[1em]10{\normalsize Manuscript: \emph{Faster, Wider, More Fragile? The Evolution of11Intraday Shock Propagation in U.S. Equity Markets, 1992--2026}}\\[0.3em]12{\normalsize Journal: International Review of Financial Analysis}13\end{center}1415\vspace{1em}16\section*{CRediT authorship contribution statement}1718\noindent\textbf{Simon-Pierre Boucher} (sole author):1920\begin{description}21\item[Conceptualization.] Posed the research question, formulated the central22hypothesis on the asymmetric evolution of shock absorption and transmission,23and designed the overall research program.24\item[Methodology.] Developed the shock-identification framework25(leave-one-out residualization with strictly lagged loadings and robust26seasonal standardization), the matched-placebo difference-in-differences27estimand, the network-differential design, and the day-block bootstrap28inference.29\item[Software.] Wrote the full analysis pipeline, from checksum-verified30data acquisition through event detection, estimation, and automated table and31figure generation.32\item[Validation.] Designed and executed the multi-stage data audit33(calendar, timezone, integrity, corporate actions, survivorship) and the34falsification battery (pre-event tests, placebo networks,35announcement-window and tick-regime exclusions).36\item[Formal analysis.] Carried out all estimations and robustness analyses.37\item[Investigation.] Conducted the event-level study of 1.85 million38idiosyncratic shocks and the systemic co-jump analysis.39\item[Data curation.] Constructed the cleaned minute panel, the ticker-spell40identity map, the lagged trading universes, and the corporate-action screens,41with complete manifests and checksums.42\item[Writing --- original draft.] Wrote the manuscript.43\item[Writing --- review \& editing.] Revised the manuscript.44\item[Visualization.] Designed and produced all figures.45\end{description}4647\vspace{0.5em}48\noindent All authors have read and approved the final version of the49manuscript and agree to its submission to the \emph{International Review of50Financial Analysis}.5152\vspace{1.5em}53\noindent Simon-Pierre Boucher\\54D\'epartement des sciences administratives\\55Universit\'e du Qu\'ebec en Outaouais\\56July 13, 202657\end{document}58