SSRNLLMs & Text
Long-Term Volatility Shapes the Stock Market's Sensitivity to News
US. macroeconomic news impacts the SP 500 more when long-term stock market volatility is high.
Featured in No. 26 on 15 Nov 2023 · 1 day after release · 2 citations today
- Released
- 14 Nov 2023
- First featured
- No. 26 · 15 Nov 2023
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4632733
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