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1\documentclass[11pt]{letter}2\usepackage[margin=1.2in]{geometry}3\signature{Simon-Pierre Boucher\\Universit\'e du Qu\'ebec en Outaouais}4\begin{document}5\begin{letter}{The Editors\\International Review of Financial Analysis}6\opening{Dear Editors,}78Please consider the enclosed manuscript, ``Faster, Wider, More Fragile? The9Evolution of Intraday Shock Propagation in U.S. Equity Markets, 1992--2026,''10for publication in the \emph{International Review of Financial Analysis}.1112The paper measures how idiosyncratic intraday shocks travel across the U.S.13equity cross-section using 7.7 billion one-minute bars spanning thirty-four14years, including delisted securities. Its three findings are, we believe, of15direct interest to the journal's readership: (i) isolated six-sigma16one-minute shocks show no market-wide propagation relative to 1.8 million17matched within-stock placebos, in any decade; (ii) propagation is instead18concentrated in the shocked stock's lagged-correlation neighborhood, and this19network channel roughly tripled between the floor-trading and algorithmic20eras; and (iii) tail synchronization migrated to market-wide co-jump minutes,21whose severity spikes in 2008 and 2020 while ordinary extreme minutes became22an order of magnitude rarer.2324The analysis is fully reproducible: the data snapshot is pinned by checksum,25every number in the manuscript is generated programmatically from26machine-readable results, and replication code accompanies the submission.27The manuscript is not under consideration elsewhere, and there are no28competing interests to declare.2930\closing{Sincerely,}31\end{letter}32\end{document}33