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• Introduction: Overview and Introduction (Anastasios G Malliaris and William T Ziemba); Classical Contributions: Proof That Properly Anticipated Prices Fluctuate Randomly (Paul Samuelson); The Variation of Certain Speculative Prices (Benoit Mandelbrot); Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (Eugene F Fama and Kenneth R French); Volume and Volatility in Foreign Currency Futures Markets (R Bhar and Anastasios G Malliaris); The Strategic and Tactical Value of Commodity Futures (Claude B Erb and Campbell R Harvey); New Invited Papers: Organized Futures Markets and Trading Mechanisms: A Global Perspective (Peter Alonzi); Regulatory Issues and Clearing Houses (Robert Steigerwald); Market Participants: Hedgers (Hendrik Bessembinder); Market Participants and the Role of Speculators in Futures Markets; Econometric Techniques for Chaotic Dynamics in Futures Markets (Cars H Hommes); Agricultural Markets (Angelo Vignola); Metallurgical Futures Markets (Brian M Lucey); Indices and Index Arbitrage in Futures Markets: Hedge Fund Strategies (Steve Todd and Tom Nohel); Interest Rate Futures; Foreign Exchange Markets (Tim Weithers); Energy Futures Markets (Cetin Ciner); Climate Futures Contracts (Helyette Geman); Performance of Commodity Futures Funds and Portfolio Theory (Alex Ziegler and William T Ziemba); Macro Risks and Futures Markets (Robert J Shiller); Failure of Futures Hedge Funds (William T Ziemba).