Doe, I do not know of any studies done specificly for the affects of perfumes on colts, TBH it isnt something that I have looked up before, however see below for links to pheromone product that do have proof behind them. It is something that 20+ years of owning horses has taught me. Heck even mares can get a bit funny around perfumes when they are in season.
Synthetic musks have been linked to hormone disruptors in humans, yes I know that it is because they break down the bodys defence to other toxic chemicals and thus you get problems, they are also carcinogenic. Also if you look at the stabilisers and preservatives put into most perfumes you will find that the problem lies there for the most part and as of 2014 some of them are going to be illegal to put into perfumes and are being phased out beginning in jan of 2012. A large part of my job is finding things to replace these stabilisers/preservatives and doing stability trials.
Thing is that Synthetic musks give off the same pheremones (which are essentialy smells which we don't concioulsy recognise but instinctualy react to) as real musks, that is the whole reason they are used in perfumes.
If you want proof of that you need to look at such products as DAP for dogs What is D.A.P.®? / All about DAP® / DAP - The secret to happy dogs - DAP
or PAX for horses PAX - The Aromatic Calming Therapy for Horses
Both of which have been proven in clinical trials and are synthetic pheromones.
Horses don't tend to react to washing powders or soaps quite as badly as perfumes simply because of the concentrations involved.
Also If you have ever smelt washing powder or moistureiser before the masking agents and perfumes are added then you would find that they actualy smell horrific. I've walked into the lab several times and nearly been sick because someone was formulating in there and not got to the masking agent yet.
Masking agents work by blocking some of the specific human olfactory receptors, horses receptors are different and thus the masking agents dont work on them.