It's not even that it's bad for there to be differences between the sexes; what's bad is that some people will inevitable take these studies as justification for their sexist views and attitudes.
http://www.jstor.org/discover/10.2307/2766200?uid=3739696&ui...
"The Negro: Is he a biological inferior?" (1927)
That was from one crappy Google search. I can probably go home and break open books to get indirect references for a lot more studies.
> I have tried to review briefly the important fields in which evidence of Negro inferiority is most likely to be found, if found at all. In no case is the proof conspicuous by its volume---rather the opposite appears true.
http://en.wikipedia.org/wiki/Scientific_racism
Glancing through the citations, #33 is "Tiedemann, Friedrich (1836). "On the Brain of the Negro, Compared with that of the European and the Orang-outang" (PDF). Phylosophical Transactions of the Royal Society of London 126."