Paul Nation, author of Learning Vocabulary in Another Language, has written about this issue in his article Learning Vocabulary in Lexical Sets: Dangers and Guidelines (.pdf). Here are the first two sentences of the article:
This article examines research on learning related vocabulary, such as
lexical sets, opposites and synonyms, together. This research shows
that learning related words at the same time makes learning them more
difficult.
Nation's article includes a full set of references to the research studies he investigated.
Another linguist who has reviewed the research in this field is Keith Folse. The following extract is from his article Myths about Teaching and Learning
Second Language Vocabulary: What
Recent Research Says (.pdf)
Myth 3: Vocabulary Should be Presented in Semantic Sets
Research does not tell us what the best way to organize new vocabulary
is, but it certainly speaks to what a bad way is: The commonly used
organization of words into semantic groups is not a good technique. In
fact, it actually confuses learners and can hinder vocabulary
retention. Organization by semantic sets continues, however, because
it is much easier for textbook writers and teachers to present
vocabulary in semantic sets such as family members, animals, or days
of the week than design creative vignettes to accommodate all of the
words in a vocabulary list. The bottom line, though, is that research
shows that learners remember vocabulary more easily when the
vocabulary is presented in thematic sets such as a trip to the beach
or my cousin's birthday party.