Media type: E-Book Title: Long-term volatility shapes the stock market’s sensitivity to news Contributor: Conrad, Christian [VerfasserIn]; Schoelkopf, Julius Theodor [VerfasserIn]; Tushteva, Nikoleta [VerfasserIn] imprint: [Waterloo, Ontario]: Rimini Centre for Economic Analysis, [2023] Published in: Working papers ; 2023,16 Extent: 1 Online-Ressource (circa 51 Seiten); Illustrationen Language: English Keywords: event study ; long- and short-term volatility ; macroeconomic announcements ; stock market response ; time-varying risk premia ; volatility feedback effect ; Graue Literatur Origination: Footnote: Access State: Open Access