Mentioned in The Signal and the Noise by Nate Silver. I'm pretty sure I've read it, but I've read several of the random is king book and they use many of the same examples so I can't remember if I've specifically read this book.
I guess I'll have to go reread it!
Other books I've probably read!
A Random Walk Down Walkstreet <create>
Yes, you can time the market <create>