Source, in full
Epilogue to Lucius. Last line. Butler, Hudibras, pt. 2, canto 50, l. 698. Fielding—The Grub Street Opera, act 2, sc. 4. Pryde and Abuse of Women (1550). The Marriage of True Wit and Science. Macaulay—History of England, vol. 1, ch. 3. Footnote suggests it arose from the preference generally given to the gray mares of Flanders over the finest coach horses of England. Proverb traced to Holland (1546). Reported in Hoyt's (1922), p. 893