It’s common knowledge in the industry. When I worked for a company with EU offices, we always had to be much more careful about hiring and pay very close attention to laws in each country that could force our hands if we hired someone who didn’t work out.
Meanwhile, back in the US we would often hire people who were junior, had non-traditional backgrounds, or who were borderline passing out interviews but showed potential. We knew we could take the risk and if it didn’t work out we didn’t have to be attached to the employee for an extended period of time.
If you want statistics: You can look at compensation as a proxy. US tech companies have to offer significantly higher pay, even adjusting for cost of living, to hire anyone because the situation is stacked in favor of employees. European tech salaries are much lower because they can get away with lower pay.
> I've always assumed that 'at will employment' would make employees significantly more fearful of losing their jobs in the US.
That’s what the internet will focus on, but it goes both ways. Making it less risky to hire and fire employees makes companies more likely to hire more people quickly.