 The song was published in 1909 and first performed on stage by Lillian Lorraine in the "Ziegfeld Follies of 1909".It was one of a series of moon-related Tin Pan Alley songs of the era.The song was also used in the short-lived Broadway show "Miss Innocence" (September 27-October 9, 1909) when it was sung by Frances Farr.