In a wonderful series of now anthologized articles originally appearing in Scientific American, Douglas Hofstadter discussed the many varieties of self-referential sentences (e.g., "This sentence no verb"). Word--a sentence's elements--can also be self-referential. Hofstadter did not discuss words as self-referential entities, however, though he implied their existence in noting the ubiquity of the phenomenon of self-reference: "It happens every time anyone say 'I' or 'me' or 'word' or 'speak' or 'mouth'".
"On Reflexivity in Words,"
Word Ways: Vol. 21
, Article 2.
Available at: http://digitalcommons.butler.edu/wordways/vol21/iss3/2