1. Do hedge funds time market tail risk? Evidence from option‐implied tail risk. Issue 2 (6th November 2018) Authors: Shin, Jung‐Soon; Kim, Minki; Oh, Dongjun; Kim, Tong Suk Journal: Journal of futures markets Issue: Volume 39:Issue 2(2019) Page Start: 205 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗