I'm afraid I don't have a referral, but maybe someone else here will.
One thing I did find in looking for info on this was that in the Victorian era they used to hold dog and monkey fights, much like cock fights or pit bull fights, where people would bet on one or the other. I wonder if this could have had something to do with those types of fights? Perhaps worn so that they knew who was rooting for the monkey?
Also the lanyard ties are called "Bolo ties", that may be helpful in finding information.