Frankly, I don't think it is bad coding style. Indeed, even the official Java code style makes constants all capitals (http://java.sun.com/docs/codeconv/html/CodeConventions.doc8.html), as do other language conventions.
In theory, it's harder to read - we humans like to use the variable height of letters to increase reading speed (we can infer a lot of information from just rough word shape and the first/last letters). However, I don't have a problem with short, all capital phrases. It's hardly "shouting" (you compiler doesn't exactly care how rude you are), and clearly shows the names are potentially mutable, and those that are not.
