but I've never seen any research backing that up
There is little-to-no conclusive research on what fonts are more legible than others.
There is some evidence that people read best what they are used to reading.
And there is some evidence that on low-resolution screens, the less details, the better.
But beyond that, don't put too much weight into legibility studies. They usually suffer from common problems:
- too small of a test group
- only compare a limited number of specific typefaces (making it hard to say with any certainty that a particular aspect makes or break legibility)
- rarely take into consideration the range of other factors that go into legibility (color contrast, line spacing/leading, justification, size, viewing distance, etc.)
as for the phrase:
serif is better in print and sans is better on screen
The only part of that that really holds true is the 'sans is better on screen' if you are setting relatively small type for viewing on relatively low resolution screens.
But for high resolution sreens and print, it really doesn't matter. The world uses both sans and serif faces all the time in many different contexts.