http://www.syntagm.co.uk/design/datesstudy.htm
Note that this is not a study to see which date order format should be used, but it's still quite interesting and informative. The summary:
"Overall, 76% of respondents made no use of leading zeros. So, it’s official – don’t reprimand users for failing to supply leading zeros in date fields. Other results are interesting but less useful in interaction design: 54% of all respondents used Arabic numerals for the month and 62% preferred full four-digit years to the two-digit variety (these are measured independently so it is no surprise that the total is more than 100%).
"So, if you are dealing with dates and users have no artifact to work from (such as a credit card), numeric dates with a four-digit year might be the way to go. However, if you are asking people to enter dates from another source (credit card, form, email and so on) do take account of what they are looking at and allow for variations. In any event, only complain if you really cannot make sense of what has been entered.
"(Do not take this as a license to use three drop-down fields. This is very inefficient compared to typing a date in. Also, don’t forget that your solution needs to work for assistive technologies such as screen readers.)"