Commentaries:
Paul mentions the exact timing of this event twice! In verse 15, he says that this occurs at "the coming of the Lord," and in verse 16, Christ "descend[s] from heaven with a shout, with the voice of an archangel, and with the trumpet of God." To combat these clear time markers, Protestants have to say that Christ returns twice and that there are two different blowings of the trumpet!
Paul himself quashes this argument in I Corinthians 15:50-52:
Now this I say, brethren, that flesh and blood cannot inherit the kingdom of God; nor does corruption inherit incorruption. Behold, I tell you a mystery: We shall not all sleep, but we shall all be changed—in a moment, in the twinkling of an eye, at the last trumpet. For the trumpet will sound, and the dead will be raised incorruptible, and we shall be changed.
Richard T. Ritenbaugh
Caught Up in the Rapture
Other Forerunner Commentary entries containing 1 Thessalonians 4:15:
Deuteronomy 8:3
Ezekiel 18:4
Matthew 4:4
Mark 1:14-15
Luke 23:43
1 Corinthians 15:50-52
2 Timothy 3:15
Revelation 2:11
Revelation 11:3
Revelation 20:11-15
Revelation 20:11-13