Murray Jay Siskind is a character from Don DeLillo's novel White Noise. He's one of the funniest and most memorable characters in the book. He says stuff like "TV offers incredible amounts of psychic data." A former sportswriter turned visiting college lecturer, he studies Elvis and supermarkets and cereal boxes; reads American Transvestite. (He also appears in Amazons, a novel attributed to one Cleo Birdwell but actually written by DeLillo and a friend/colleague. I have a copy buried in a book box somewhere, and they're pretty rare, so you can get some decent money on eBay for them, but I haven't been able to part with mine yet. Amazons is screamingly funny, perhaps even funnier than White Noise and End Zone, and that's saying something.)
A review of David Foster Wallace's short story collection Oblivion appeared in a 2004 issue of the academic journal Modernism/Modernity. The reviewer? Mr. Siskind. Moreover, the piece included several allusions to White Noise, as well as some Murray-eseque digressions. Obviously a hoax.
But no one got the joke apparently, because the review started getting cited in graduate theses as a "real" academic review.
More info from this Gawker article: "Adorable Literary Hoax Goes Entirely Unnoticed."
Btw: Both the Gawker article and another article refer to the White Noise character as "Jay Murray Siskind." It's actually Murray first, then Jay. I'm thinking that whoever wrote the review twisted the names around (another little joke) but nobody caught that either.