A quick Google search for these names uncovers a prominent urban legends site, Snopes.com, and another site debunking the names as an urban legend.
I wrote to the authors alerting them to this, and one of the authors, Stephen Dubner, wrote back:
Yes, we acknowledge this in the endnotes. Just because they are called urban legends doesn't mean, of course, that they aren't true. We're still trying to figure it out. Any leads appreciated. SJD
Shame on me for not reading the endnotes, but shame on them for citing something for which they had no evidence as fact without so much as an asterisk leading us to the endnotes. What else in the book was just made up?
That got me to thinking more about how the book is marketed. It's called Freakonomics: A Rogue Economist Explores the Hidden Side of Everything. Economics gone freaky? Rogue? They are definitely trying to pique our interest. Bright orange and green text on the cover. A photo of an orange inside an apple. Promises on the jacket to tell us why swimming pools are more dangerous than guns.
Apparently the marketing worked. It's been a best seller for four-months running. At least, that is, according to Freakonomics.com.
I wonder if any of their success can be attributed to some of their questionable claims? I read parts of The Arts of Deception: Playing with Fraud in the Age of Barnum (thanks, lilyblack, for letting me borrow it), which basically said that questionable claims lead to insatiable desire on the part of the public to personally investigate the claims and decide for themselves.
Perhaps Lemonjello and Orangejello are Levitt and Dubner's Feejee Mermaid, and the rest of us are buying the book to see what if we can pronounce it the genuine article, or complete fraud.
I'm voting fraud, in case you hadn't guessed. And if that was their intention, then I'm calling them brilliant frauds.