I’ve been frustrated by not finding many psychological studies of intersectionality. This study of the intersections of gender and race seems to be one of the first. Let’s hope there are many more to come! (Thanks, TD.)
Racial and gender stereotypes have profound consequences in almost every sector of public life, from job interviews and housing to police stops and prison terms. However, only a few studies have examined whether these different categories overlap in their stereotypes. A new study on the connections between race and gender — a phenomenon called gendered race — reveals unexpected ways in which stereotypes affect our personal and professional decisions.

Elizabeth Cole and Abby Stewart have both published a lot on intersectionality in psychology. I believe Sex Roles published a special issue specifically about intersectionality in 2008. Let me know if you need citations and I can look them up – I just finished my phd in psych and was knee deep in intersectional theory.
The linked article was really interesting, but I wouldn’t say this study is about intersectionality per se. The authors use the word, but this study seems to examine a distinct phenomenon, though not one that is entirely unrelated.