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Frank Ming Song

Personal Details

First Name:Frank
Middle Name:Ming
Last Name:Song
Suffix:
RePEc Short-ID:pso516
Terminal Degree:1990 Department of Economics; Ohio State University (from RePEc Genealogy)

Affiliation

School of Economics & Finance
Faculty of Business and Economics
University of Hong Kong

Pokfulam, Hong Kong
http://www.econ.hku.hk/

: (852)2859-1058
(852)2548-1152
Room 908, 9/F, K.K. Leung Building, Pokfulam Road, Hong Kong
RePEc:edi:sehkuhk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Jeong-Bon Kim & Li Li & Mary L. Z. Ma & Frank M. Song, 2013. "CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry," Working Papers 182013, Hong Kong Institute for Monetary Research.
  2. Thorsten Beck & Tao Chen & Chen Lin & Frank M. Song, 2012. "Financial Innovation: The Bright and the Dark Sides," Working Papers 052012, Hong Kong Institute for Monetary Research.

Articles

  1. Tat‐kei Lai & Adrian C.H. Lei & Frank M. Song, 2019. "The impact of corporate fraud on director‐interlocked firms: Evidence from bank loans," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 46(1-2), pages 32-67, January.
  2. Wang, Yizhong & Wei, Yueling & Song, Frank M., 2017. "Uncertainty and corporate R&D investment: Evidence from Chinese listed firms," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 176-200.
  3. Jeong-Bon Kim & Li Li & Mary L. Z. Ma & Frank M. Song, 2016. "CEO option compensation and systemic risk in the banking industry," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 23(2), pages 131-160, June.
  4. Beck, Thorsten & Chen, Tao & Lin, Chen & Song, Frank M., 2016. "Financial innovation: The bright and the dark sides," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 28-51.
  5. Yizhong Wang & Frank M. Song, 2015. "Macroeconomic Uncertainty, Fund Demand and Corporate Investment," Frontiers of Economics in China, Higher Education Press, vol. 10(2), pages 365-391, June.
  6. Xuejun Jin & Frank M. Song & Yizhong Wang & Yi Zhong, 2014. "Interest Rate Pass-through in a Dual-track System: Evidence from China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(4), pages 21-39, July.
  7. Li, Zhigang & Yuan, Jia & Song, Frank & Wei, Shangjin, 2014. "Is economic rebalancing toward consumption “greener”? Evidence from visibility in China, 1984–2006," Journal of Comparative Economics, Elsevier, vol. 42(4), pages 1021-1032.
  8. Ying Sophie Huang & Frank M. Song & Yizhong Wang, 2012. "Monetary Policy and Corporate Investment: Evidence from Chinese Micro Data," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 20(5), pages 1-20, September.
  9. Adrian C. H. Lei & Frank M. Song, 2012. "Board structure, corporate governance and firm value: evidence from Hong Kong," Applied Financial Economics, Taylor & Francis Journals, vol. 22(15), pages 1289-1303, August.
  10. Lei, Adrian C.H. & Song, Frank M., 2011. "Connected transactions and firm value: Evidence from China-affiliated companies," Pacific-Basin Finance Journal, Elsevier, vol. 19(5), pages 470-490, November.
  11. Lin, Chen & Lin, Ping & Song, Frank, 2010. "Property rights protection and corporate R&D: Evidence from China," Journal of Development Economics, Elsevier, vol. 93(1), pages 49-62, September.
  12. Libin Tao & Frank M. Song, 2010. "Do small traders contribute to price discovery? Evidence from the Hong Kong Hang Seng Index markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(2), pages 156-174, February.
  13. Ai, Chunrong & Chatrath, Arjun & Song, Frank, 2007. "A semiparametric estimation of the optimal hedge ratio," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(2), pages 366-381, May.
  14. Chunrong Ai & Arjun Chatrath & Frank Song, 2006. "On the Comovement of Commodity Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(3), pages 574-588.
  15. Bahram Adrangi & A. Chatrath & Frank Song & Ferenc Szidarovszky, 2006. "Petroleum spreads and the term structure of futures prices," Applied Economics, Taylor & Francis Journals, vol. 38(16), pages 1917-1929.
  16. Frank M. Song & Junxi Zhang, 2005. "Securities Transaction Tax and Market Volatility," Economic Journal, Royal Economic Society, vol. 115(506), pages 1103-1120, October.
  17. A. Chatrath & F. Song & B. Adrangi, 2003. "Futures trading activity and stock price volatility: some extensions," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 655-664.
  18. Sunil Mohanty & Frank Song, 2002. "International capital standards, bank portfolios and bank stock risk," Applied Financial Economics, Taylor & Francis Journals, vol. 12(7), pages 527-534.
  19. Stein, Sheldon H. & Song, Frank M., 2002. "Vector autoregression and the dynamic multiplier: a historical review," Journal of Policy Modeling, Elsevier, vol. 24(3), pages 283-300, June.
  20. Vijay K. Mathur & Frank M. Song, 2000. "A labor market based theory of regional economic development," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 34(1), pages 131-145.
  21. Chatrath, Arjun & Song, Frank, 1999. "Futures Commitments and Commodity Price Jumps," The Financial Review, Eastern Finance Association, vol. 34(3), pages 95-111, August.
  22. Chatrath, Arjun & Ramchander, Sanjay & Song, Frank, 1998. "Speculative activity and stock market volatility," Journal of Economics and Business, Elsevier, vol. 50(4), pages 323-337, July.
  23. Arjun Chatrath & Frank Song, 1998. "Information and volatility in futures and spot markets: The Case of the Japanese yen," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(2), pages 201-223, April.
  24. Sheldon H. Stein & Frank Song, 1998. "The Textbook Consumption Function: A Recent Empirical Irregularity, a Comment," The American Economist, Sage Publications, vol. 42(1), pages 112-118, March.
  25. Arjun Chatrath & Sanjay Ramchander & Frank Song, 1997. "Stock prices, inflation and output: evidence from India," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 439-445.
  26. Arjun Chatrath & Youguo Liang & Frank Song, 1997. "Commitment of traders, basis behavior, and the issue of risk premia in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(6), pages 707-731, September.
  27. Arjun Chatrath & Sanjay Ramachander & Frank Song, 1997. "International linkages in bank lending and borrowing markets: evidence from six industrialized countries," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 403-411.
  28. Arjun Chatrath & Sanjay Ramchander & Frank Song, 1996. "The role of futures trading activity in exchange rate volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(5), pages 561-584, August.
  29. Youguo Liang & Sunil Mohanty & Frank Song, 1996. "The Effect Of The Federal Deposit Insurance Corporation Improvement Act Of 1991 On Bank Stocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(2), pages 229-242, June.
  30. Karras, Georgios & Song, Frank, 1996. "Sources of business-cycle volatility: An exploratory study on a sample of OECD countries," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 621-637.
  31. Arjun Chatrath & Sanjay Ramchander & Frank Song, 1995. "Does options trading lead to greater cash market volatility?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(7), pages 785-803, October.
  32. Chatrath, Arjun & Ramchander, Sanjay & Song, Frank, 1995. "Are market perceptions of corporate layoffs changing?," Economics Letters, Elsevier, vol. 47(3-4), pages 335-342, March.
  33. Aggarwal, Raj & Mohanty, Sunil & Song, Frank, 1995. "Are Survey Forecasts of Macroeconomic Variables Rational?," The Journal of Business, University of Chicago Press, vol. 68(1), pages 99-119, January.
  34. Vijay K. Mathur & Frank M. Song, 1995. "The Dynamics Of Regional Population And Employment Growth," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 7(1), pages 70-88, January.
  35. Song, Frank M, 1994. "A Two-Factor ARCH Model for Deposit-Institution Stock Returns," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(2), pages 323-340, May.

Chapters

  1. Chen Lin & Yue Ma & Frank M. Song, 2012. "What Drives Bank Operating Efficiency? The Role of Bank Competition and Credit Information Sharing," Chapters, in: James R. Barth & Chen Lin & Clas Wihlborg (ed.), Research Handbook on International Banking and Governance, chapter 4, Edward Elgar Publishing.
  2. Frank M. Song & Li Li, 2012. "Bank Governance: Concepts and Measurements," Chapters, in: James R. Barth & Chen Lin & Clas Wihlborg (ed.), Research Handbook on International Banking and Governance, chapter 1, Edward Elgar Publishing.
  3. Frank Song, 2011. "Comments on Gao and Yu's paper "Internationalisation of the renminbi" and Chen, Peng and Shu's paper "The potential of the renminbi as an international currency"," BIS Papers chapters, in: Bank for International Settlements (ed.), Currency internationalisation: lessons from the global financial crisis and prospects for the future in Asia and the Pacific, volume 61, pages 149-150, Bank for International Settlements.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2012-03-21 2013-11-09
  2. NEP-CBA: Central Banking (1) 2012-03-21
  3. NEP-CFN: Corporate Finance (1) 2013-11-09
  4. NEP-CTA: Contract Theory & Applications (1) 2013-11-09
  5. NEP-HRM: Human Capital & Human Resource Management (1) 2013-11-09
  6. NEP-IFN: International Finance (1) 2012-03-21
  7. NEP-INO: Innovation (1) 2012-03-21

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