I have never heard anything on it, but in the last six months Penny has started shaking herself whenever we tell her no or if she doesn't like something. She has always done it to get our attention. In fact, when she used to sleep with us, she would get close to my face and shake so that her fur would slap me in the face!!
Riley has starting shaking her body in response to certain things as well.
Actually, it kinda annoys me, especially with Penny. She's such a sasser!!!