Bertrand Roehner has written about the phenomenon that "news" follow prices in his book "Hidden Collective Factors in Speculative Trading : A Study in Analytical Economics". AFAIK he has shown that literature around a subject rises if it appears in the news.
For example, high oil prices are at first time recognized as a problem in the media and as time goes by the increase of literature on this subject is tremendous. Unfortunately, the published literature time series is a lagging one and therefore cannot be used as an indicator for future price movements. It also seems, that we like to think of what our attention is pushed towards.

I have quoted a paper in my master's thesis which presented a return time series that has shown excess returns of high yield (especially B-bonds) to the government bonds. However, this paper has been published before the time series started which you have presented on the blog.