Yep. There was a study probably 5 years back, but they put it in a ot "nicer" terms:

I think people will definitely report patterns in randomness if told there's a pattern there.

yeah, I think the jitteriness and paranoia of the raised heart rate would likely make you more susceptible to suggestion, the idea that they hallucinated the song is silly though. I also wonder if maybe a chunk of those observed just had to pee super badly and agreed to anything to get out of there. That part still…

Maybe the point they were making is that people are even more suggestible while on caffeine? So next time you want a raise, wait until the boss goes to get another mug of coffee I suppose.