Add drop shadow to selected text (and/or paragraph style)

[Inélsòre]

How can I add some different shadow options to some selected text or, hopefully, directly to a paragraph style? 

The menu item Object > Effect > Drop Shadow (and its friends around there) are all greyed out when I select some text with the Text Tool. 

Thanks

[jmlevy · Accepted solution]

Effets are applied to a frame or the whole text inside a frame, but it is impossible to have different settings on different part of the text (or you must use anchor frames).

[Inélsòre]

Thanks!

Just to know, how does one use anchor frames?

[jmlevy]

https://helpx.adobe.com/indesign/using/anchored-objects.html

[Inélsòre]

Thanks a lot!