Cover -- Rational expectations and efficiency in futures markets -- Copyright -- Contents -- Figures -- Tables -- Contributors -- Introduction -- 1 Rational expectations and welfare in financial futures markets -- 2 Foreign currency futures spreads and risk premiums -- 3 Assessing market performance: An examination of livestock futures markets -- 4 Rational expectations and experimental methods -- 5 Efficiency of the yen futures market at the Chicago Mercantile Exchange -- 6 Simultaneity, forecasting and efficiency in the US oats market -- 7 Alternative performance models in interest rate futures -- 8 A rational expectations model of the Australian wool spot and futures markets -- 9 The announcement effects of economic variables -- Index.