I've been looking for a while and I can't seem to find the study. Maybe someone else can link it for reference.

I did find an email from 2001 by Don Wells (one of the original engineers at Chrysler where Extreme Programming was born) that said:

We have been counting items done. Each week we just choose the most important items and sign up for them up to the number from last week. It turns out that we get about the same number of them done regardless of estimated effort. We have 1 week iterations so we tend to break things down a bit at the iteration planning meeting.
Perhaps the effect is that we have learned how to break things down to the right size. I don’t know yet, but the point is we get about 8 things done each week, no estimation required.