Here is some email between Ben Shneiderman and Mark Andreessen about it that I posted to the Internet History mailing list archive with their permission:
Embedded menus: Selecting Items in Context;
Larry Koved and Ben Shneiderman;
Communications of the ACM, Computing Practices, April 1986, Volume 29, Number 4, p. 312-318:
An experimental comparison of a mouse and arrow-jump keys for an interactive encyclopedia;
John Ewing, Simin Mehrabanzad, Scott Sheck, Dan Ostroff and Ben Shneiderman;
International Journal of Man Machine Studies (1986) 24, p. 29-45:
Me: “why did you decide to make links blue?”
Marc: “I sure as hell wasn’t going to make them pink.”
Me: “what about green?”
Marc: “ew”