I would imagine that eating it would probably be very good for your hair, since it's got lots of protein and healthy fats. Most nuts are like that, I think.
As far as studies and such go, unfortunately, I can't look any up 'cause I'm not on my computer, but I doubt there's a lot of studies. Many people definitely have hair benefits from eating healthy foods and protein rich foods, though, at least going by what's on LHC.
I totally thought this was going to be a thread about putting some kinda peanut butter mask on your hair....