Following Giok's "Schenectady Calling" lead, I found not the song, but the source of the title. The following is from a fascinating page put up by Svenn Martinsen on radio DX (distance) listening from Norway, referring to to the DX exploits of a listener named Lief Salicath:

"On December 4th, 1924 Salicath heard WGY and many other stations such as KDKA in Pittsburgh, PA (Westinghouse, 326 metres, plus shortwave 100 metres) and KSD St.Louis, MO, between 320 and 450 metres. At 0327 the carrier of Schenectady, NY appeared and the station identified itself: "WGY, General Electric, Schenectady, calling." Jazz music and songs and frequent IDs followed. Other North Americans heard in Norway were WJZ New York(RCA) on 455 metres and WRAZ Troy, NY(Polytechnic Institute) on 380 metres, sharing with WGY."

Here's the URL for the interested:

http://www.northernstar.no/norwegianradiodays.htm