1 An Empirical Examination of Daily Stock Return Distributions for U.S. Stocks Stoyan Stoyanov FinAnalytica, Inc. Almira Biglova Researcher, Institute of Econometrics, Statistics and Mathematical Finance School of Economics and Business Engineering University of Karlsruhe Svetlozar Rachev, Chair, Institute of Econometrics, Statistics and Mathematical Finance School of Economics and Business Engineering University of Karlsruhe and Professor, Department of Statistics and Applied Probability University of California, Santa Barbara Frank J. Fabozzi(*) Frederick Frank Adjunct Professor of Finance Yale University, School of Management ================================ (*) Contact person: Frank J. Fabozzi 858 Tower View Circle New Hope, PA 18938 (215) 598-8924 fabozzi321@aol.com