Dictionaries
Partridge (2002) gives a definition and suggests a year but no explanation:
pull one's socks up. Often as imperative, pull your socks up!, or 'I do wish he'd pull his...': to take heard, to try harder: since ca. 1910. Var. pull up (one's) socks.
The OED collects a number of slang and colloquial phrases that use sock. In one's socks is a measure of a person's stature; to knock the socks off is to trounce another; to pull up one's socks is to make an effort.
No etymology is given for the phrase but their first three quotations are:
1893 H. F. McLelland Jack & Beanstalk Pull up your socks! I'll see naught goes wrong with you.
1906 Daily Mail The ‘smart set’ have got hold of another neat expression. ‘You must pull your socks up’ is the latest form of saying ‘Never mind’, or ‘Pull yourself together’.
1914 ‘Bartimeus’ Naval Occasions, and Some Traits of the Sailor-man Pull your socks up, Ah Chee, an' think of something.
More examples
It also appears in Sir Arthur Conan Doyle's The Stark Munro Letters (1895):
She got as far as the hall door, and then came rustling back again
into the consulting room. "Take a drink of your own beer!" she cried,
and vanished.
It sounded like some sort of slang imprecation. If she had said "Oh,
pull up your socks!" I should have been less surprised.
Here's an example from Oliver Osborne's In the Land of the Boers (first published 1893, this revision 1900) (read online):
Throughout the wet months we had stuck religiously
to the hills, leaving the valleys to fools and fever.
Poor old Harry the Reefer's claims, turned out
valueless, and it behoved us to be " pulling our socks
up," as the Scots say.
A when and where but not why can be found in the January 20th, 1900 edition of Notes and Queries (read online) amongst other sock phrases:
"To give one socks," meaning " to give one a good beating," is in common use in East
Anglia. And so is "Pull up your socks," for "make haste" and "set to work." F. H. Marlesford.
The March 7th, 1906 Punch magazine (read online) contains the same text as the OED's Daily Mail 1906 citation. Here's a fuller quotation from Punch:
THE "Smart Set" (says a contemporary) has got hold of another neat
expression. " You must pull your socks
up " is the latest form of saying "Never
mind," or "Pull yourself together."
The other day at a Bridge dinner, it
was amusing (to our contemporary) and
a sign of the times to hear a certain
youthful eldest son recommend a Dowager Countess of seventy to "pull her
socks up."
The phrase is, perhaps, not much
more than twenty years old, and so
affords fresh evidence of the up-to-date-ness of the Smart Set. Other instances
follow.
And, after reporting another Smart Set phrase had been heard in the East End:
This is interesting, as showing how quickly a new
witticism will run through all classes of
Society, like measles through an infant
school. It goes without saying that, as
soon as any such phrase penetrates to the
lower orders, it is at once discarded by
the Smart Set.
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