Finn Jon and Yigal Mesika credit the effect of causing an eerie sensation of being lightly touched, using a length of invisible thread, to Philippe Socrate. They claim that Lior Manor was the first to apply Finn Jon's invisible-thread loops for this task. These attributions are reported in the DVD, Loops, Vol. 1, 2007, by Finn Jon and Yigal Mesika.
The effect goes back much further, however. Howard Savage included the idea in The Sphinx, Vol. 30 No. 1, Mar. 1931, p. 20. Savage used wax to attach a human hair to his thumb, allowing him to lightly touch his participant without seeming to do so.
In a related early stunt, Howard Thurston (1869-1936) used a length of thread, strung across the stage, to catch the hair of an audience volunteer and make it stand on end, apparently in comic freight; see Lesley P. Guest in M-U-M, Vol. 43 No. 11, Apr. 1954, p. 454; and Milbourne Christopher's Illustrated History of Magic, 1973, p. 225.