Details about Frank Ming Song

Access statistics for papers by Frank Ming Song.

Last updated 2024-06-11. Update your information in the RePEc Author Service.

Short-id: pso516

Working Papers

2019

1. The impact of corporate fraud on director-interlocked firms: Evidence from bank loans
   Post-Print, HAL View citations (4)
   See also Journal Article The impact of corporate fraud on director‐interlocked firms: Evidence from bank loans, Journal of Business Finance & Accounting, Wiley Blackwell (2019) View citations (3) (2019)

2013

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

2012

3. Financial Innovation: The Bright and the Dark Sides
   Working Papers, Hong Kong Institute for Monetary Research View citations (74)
   See also Journal Article Financial innovation: The bright and the dark sides, Journal of Banking & Finance, Elsevier (2016) View citations (122) (2016)

2003

4. Corporate Governance and Market Valuation in China
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (12)

Journal Articles

2023

1. Environmental regulations and firms' green innovations: Transforming pressure into incentives
   International Review of Financial Analysis, 2023, 86, (C) View citations (25)

2022

2. Language Skills and Stock Market Participation: Evidence From Immigrants
   Journal of Financial and Quantitative Analysis, 2022, 57, (8), 3281-3312

2019

3. The impact of corporate fraud on director‐interlocked firms: Evidence from bank loans
   Journal of Business Finance & Accounting, 2019, 46, (1-2), 32-67 View citations (3)
   See also Working Paper The impact of corporate fraud on director-interlocked firms: Evidence from bank loans, Post-Print (2019) View citations (4) (2019)

2017

4. Uncertainty and corporate R&D investment: Evidence from Chinese listed firms
   International Review of Economics & Finance, 2017, 47, (C), 176-200 View citations (51)

2016

5. CEO option compensation and systemic risk in the banking industry
   Asia-Pacific Journal of Accounting & Economics, 2016, 23, (2), 131-160 View citations (3)
6. Financial innovation: The bright and the dark sides
   Journal of Banking & Finance, 2016, 72, (C), 28-51 View citations (122)
   See also Working Paper Financial Innovation: The Bright and the Dark Sides, Working Papers (2012) View citations (74) (2012)

2015

7. Macroeconomic Uncertainty, Fund Demand and Corporate Investment
   Frontiers of Economics in China-Selected Publications from Chinese Universities, 2015, 10, (2), 365-391

2014

8. Interest Rate Pass-through in a Dual-track System: Evidence from China
   China & World Economy, 2014, 22, (4), 21-39 View citations (5)
9. Is economic rebalancing toward consumption “greener”? Evidence from visibility in China, 1984–2006
   Journal of Comparative Economics, 2014, 42, (4), 1021-1032 View citations (4)

2012

10. Board structure, corporate governance and firm value: evidence from Hong Kong
    Applied Financial Economics, 2012, 22, (15), 1289-1303 View citations (9)
11. Monetary Policy and Corporate Investment: Evidence from Chinese Micro Data
    China & World Economy, 2012, 20, (5), 1-20 View citations (15)

2011

12. Connected transactions and firm value: Evidence from China-affiliated companies
    Pacific-Basin Finance Journal, 2011, 19, (5), 470-490 View citations (13)

2010

13. 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 View citations (8)
14. Property rights protection and corporate R&D: Evidence from China
    Journal of Development Economics, 2010, 93, (1), 49-62 View citations (116)

2007

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

2006

16. On the Comovement of Commodity Prices
    American Journal of Agricultural Economics, 2006, 88, (3), 574-588 View citations (75)
17. Petroleum spreads and the term structure of futures prices
    Applied Economics, 2006, 38, (16), 1917-1929 View citations (6)

2005

18. Securities Transaction Tax and Market Volatility
    Economic Journal, 2005, 115, (506), 1103-1120 View citations (51)

2003

19. Futures trading activity and stock price volatility: some extensions
    Applied Financial Economics, 2003, 13, (9), 655-664 View citations (12)

2002

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

2000

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

1999

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

1998

24. Information and volatility in futures and spot markets: The Case of the Japanese yen
    Journal of Futures Markets, 1998, 18, (2), 201-223 View citations (9)
25. Speculative activity and stock market volatility
    Journal of Economics and Business, 1998, 50, (4), 323-337 View citations (2)
26. The Textbook Consumption Function: A Recent Empirical Irregularity, a Comment
    The American Economist, 1998, 42, (1), 112-118

1997

27. Commitment of traders, basis behavior, and the issue of risk premia in futures markets
    Journal of Futures Markets, 1997, 17, (6), 707-731 View citations (6)
28. International linkages in bank lending and borrowing markets: evidence from six industrialized countries
    Applied Financial Economics, 1997, 7, (4), 403-411 View citations (4)
29. Stock prices, inflation and output: evidence from India
    Applied Financial Economics, 1997, 7, (4), 439-445 View citations (28)
    Also in Journal of Asian Economics, 1996, 7, (2), 237-245 (1996) View citations (11)

1996

30. Sources of business-cycle volatility: An exploratory study on a sample of OECD countries
    Journal of Macroeconomics, 1996, 18, (4), 621-637 View citations (52)
31. THE EFFECT OF THE FEDERAL DEPOSIT INSURANCE CORPORATION IMPROVEMENT ACT OF 1991 ON BANK STOCKS
    Journal of Financial Research, 1996, 19, (2), 229-242 View citations (8)
32. The role of futures trading activity in exchange rate volatility
    Journal of Futures Markets, 1996, 16, (5), 561-584 View citations (22)

1995

33. Are Survey Forecasts of Macroeconomic Variables Rational?
    The Journal of Business, 1995, 68, (1), 99-119 View citations (44)
34. Are market perceptions of corporate layoffs changing?
    Economics Letters, 1995, 47, (3-4), 335-342 View citations (9)
35. Does options trading lead to greater cash market volatility?
    Journal of Futures Markets, 1995, 15, (7), 785-803 View citations (9)
36. THE DYNAMICS OF REGIONAL POPULATION AND EMPLOYMENT GROWTH
    Review of Urban & Regional Development Studies, 1995, 7, (1), 70-88 View citations (5)

1994

37. A Two-Factor ARCH Model for Deposit-Institution Stock Returns
    Journal of Money, Credit and Banking, 1994, 26, (2), 323-40 View citations (29)

Chapters

2012

1. Bank Governance: Concepts and Measurements
   Chapter 1 in Research Handbook on International Banking and Governance, 2012 View citations (10)
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

2011

3. 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 View citations (2)