Page "Capture effect" Paragraph 5

If the signals are close but not exactly on the same frequency the mix will not only include the audio from both carriers but depending on the carrier separation a whistle might be heard as well representing the difference in the carrier frequencies.

This mix can also occur when an AM carrier is received on a channel that is adjacent to the desired channel.

The resulting overlap forms the high pitched whistle ( about 10 Kilohertz ) that can often be heard behind an AM station at night when other carriers from adjacent channels are traveling long distances due to atmospheric bounce.