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Details about Frank Ming Song

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Workplace:School of Economics & Finance, Faculty of Business and Economics, University of Hong Kong, (more information at EDIRC)

Access statistics for papers by Frank Ming Song.

Last updated 2019-02-27. Update your information in the RePEc Author Service.

Short-id: pso516


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Working Papers

2013

  1. CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry
    Working Papers, Hong Kong Institute for Monetary Research Downloads

2012

  1. Financial Innovation: The Bright and the Dark Sides
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (53)
    See also Journal Article in Journal of Banking & Finance (2016)

Journal Articles

2019

  1. The impact of corporate fraud on director‐interlocked firms: Evidence from bank loans
    Journal of Business Finance & Accounting, 2019, 46, (1-2), 32-67 Downloads

2017

  1. Uncertainty and corporate R&D investment: Evidence from Chinese listed firms
    International Review of Economics & Finance, 2017, 47, (C), 176-200 Downloads View citations (7)

2016

  1. CEO option compensation and systemic risk in the banking industry
    Asia-Pacific Journal of Accounting & Economics, 2016, 23, (2), 131-160 Downloads
  2. Financial innovation: The bright and the dark sides
    Journal of Banking & Finance, 2016, 72, (C), 28-51 Downloads View citations (24)
    See also Working Paper (2012)

2015

  1. Macroeconomic Uncertainty, Fund Demand and Corporate Investment
    Frontiers of Economics in China, 2015, 10, (2), 365-391 Downloads

2014

  1. Interest Rate Pass-through in a Dual-track System: Evidence from China
    China & World Economy, 2014, 22, (4), 21-39 Downloads View citations (2)
  2. Is economic rebalancing toward consumption “greener”? Evidence from visibility in China, 1984–2006
    Journal of Comparative Economics, 2014, 42, (4), 1021-1032 Downloads View citations (1)

2012

  1. Board structure, corporate governance and firm value: evidence from Hong Kong
    Applied Financial Economics, 2012, 22, (15), 1289-1303 Downloads View citations (5)
  2. Monetary Policy and Corporate Investment: Evidence from Chinese Micro Data
    China & World Economy, 2012, 20, (5), 1-20 Downloads View citations (6)

2011

  1. Connected transactions and firm value: Evidence from China-affiliated companies
    Pacific-Basin Finance Journal, 2011, 19, (5), 470-490 Downloads View citations (5)

2010

  1. Do small traders contribute to price discovery? Evidence from the Hong Kong Hang Seng Index markets
    Journal of Futures Markets, 2010, 30, (2), 156-174 Downloads View citations (3)
  2. Property rights protection and corporate R&D: Evidence from China
    Journal of Development Economics, 2010, 93, (1), 49-62 Downloads View citations (50)

2007

  1. A semiparametric estimation of the optimal hedge ratio
    The Quarterly Review of Economics and Finance, 2007, 47, (2), 366-381 Downloads View citations (1)

2006

  1. On the Comovement of Commodity Prices
    American Journal of Agricultural Economics, 2006, 88, (3), 574-588 Downloads View citations (52)
  2. Petroleum spreads and the term structure of futures prices
    Applied Economics, 2006, 38, (16), 1917-1929 Downloads View citations (5)

2005

  1. Securities Transaction Tax and Market Volatility
    Economic Journal, 2005, 115, (506), 1103-1120 Downloads View citations (36)

2003

  1. Futures trading activity and stock price volatility: some extensions
    Applied Financial Economics, 2003, 13, (9), 655-664 Downloads View citations (9)

2002

  1. International capital standards, bank portfolios and bank stock risk
    Applied Financial Economics, 2002, 12, (7), 527-534 Downloads View citations (1)
  2. Vector autoregression and the dynamic multiplier: a historical review
    Journal of Policy Modeling, 2002, 24, (3), 283-300 Downloads View citations (3)

2000

  1. A labor market based theory of regional economic development
    The Annals of Regional Science, 2000, 34, (1), 131-145 Downloads View citations (2)

1999

  1. Futures Commitments and Commodity Price Jumps
    The Financial Review, 1999, 34, (3), 95-111 View citations (6)

1998

  1. Information and volatility in futures and spot markets: The Case of the Japanese yen
    Journal of Futures Markets, 1998, 18, (2), 201-223 Downloads View citations (2)
  2. Speculative activity and stock market volatility
    Journal of Economics and Business, 1998, 50, (4), 323-337 Downloads View citations (2)
  3. The Textbook Consumption Function: A Recent Empirical Irregularity, a Comment
    The American Economist, 1998, 42, (1), 112-118 Downloads

1997

  1. Commitment of traders, basis behavior, and the issue of risk premia in futures markets
    Journal of Futures Markets, 1997, 17, (6), 707-731 Downloads View citations (4)
  2. International linkages in bank lending and borrowing markets: evidence from six industrialized countries
    Applied Financial Economics, 1997, 7, (4), 403-411 Downloads View citations (3)
  3. Stock prices, inflation and output: evidence from India
    Applied Financial Economics, 1997, 7, (4), 439-445 Downloads View citations (17)
    Also in Journal of Asian Economics, 1996, 7, (2), 237-245 (1996) Downloads View citations (5)

1996

  1. Sources of business-cycle volatility: An exploratory study on a sample of OECD countries
    Journal of Macroeconomics, 1996, 18, (4), 621-637 Downloads View citations (36)
  2. THE EFFECT OF THE FEDERAL DEPOSIT INSURANCE CORPORATION IMPROVEMENT ACT OF 1991 ON BANK STOCKS
    Journal of Financial Research, 1996, 19, (2), 229-242 Downloads View citations (4)
  3. The role of futures trading activity in exchange rate volatility
    Journal of Futures Markets, 1996, 16, (5), 561-584 Downloads View citations (13)

1995

  1. Are Survey Forecasts of Macroeconomic Variables Rational?
    The Journal of Business, 1995, 68, (1), 99-119 Downloads View citations (38)
  2. Are market perceptions of corporate layoffs changing?
    Economics Letters, 1995, 47, (3-4), 335-342 Downloads View citations (7)
  3. Does options trading lead to greater cash market volatility?
    Journal of Futures Markets, 1995, 15, (7), 785-803 Downloads View citations (9)
  4. THE DYNAMICS OF REGIONAL POPULATION AND EMPLOYMENT GROWTH
    Review of Urban & Regional Development Studies, 1995, 7, (1), 70-88 Downloads

1994

  1. A Two-Factor ARCH Model for Deposit-Institution Stock Returns
    Journal of Money, Credit and Banking, 1994, 26, (2), 323-40 Downloads View citations (19)

Chapters

2012

  1. Bank Governance: Concepts and Measurements
    Chapter 1 in Research Handbook on International Banking and Governance, 2012 Downloads View citations (4)
  2. What Drives Bank Operating Efficiency? The Role of Bank Competition and Credit Information Sharing
    Chapter 4 in Research Handbook on International Banking and Governance, 2012 Downloads

2011

  1. 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"
    A chapter in Currency internationalisation: lessons from the global financial crisis and prospects for the future in Asia and the Pacific, 2011, vol. 61, pp 149-150 Downloads
 
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