Behavioral economics studies have indeed shown this. Subjects who were primed with the concept of money/wealth were less empathetic towards fellow human beings. Anecdotally I've seen this happen all around me. E.g., in a road accident, in Bangalore, two wheelers and auto-rickshaw drivers are the first and only ones who rush to tend the victim. And personally I very much sense that I've gotten less empathetic towards others as I've started earning more.
There is a detailed discussion on this topic in "Thinking, Fast and Slow".