Fact:

• The Terror That Comes in the Night: An Experience-Centered Study of Supernatural Assault Traditions by David Hufford - looks at sleep paralysis folklore and the wide range of people’s experiences, with a New Foundland focus but generally applicable too.
• Abducted: How People Come to Believe They Were Kidnapped by Aliens by Susan Clancy - examines at sleep paralysis’ role in alien abduction cases (as well as other explanations)

Academic papers:

• de Sá, JFR & Mota-Rolim, SA (2016) “Sleep Paralysis in Brazilian Folklore and Other Cultures: A Brief Review”. Frontiers in Psychology 7. 49-56.