Has any work been done to identify a possible “penalty” to a player’s performance from switching leagues?

I bring this up because I’ve read articles where sportswriters argue that Player X could see a drop-off in performance due to having to learn a new set of pitchers/hitters in the new league. Adam Dunn is a name that comes to mind who just signed with the White Sox after his entire career was spent in the NL.

And could anyone refer me to any articles where this idea is mentioned as a cause of a player’s decline or potential decline?

Any help would be greatly appreciated.