- This looks like a pretty decent study as far as studies found on the internet go. It measures liberalism vs conservatism as opposed to Democrat/Republican, but it's close to what you're looking for. (pdf)
- It suggests that Engineering and Business majors tend to hold more conservative views on both social and economic stances, and that Bio/Lab, social sciences, and fine arts majors have more liberal views.
- nearly all catagories of college major on average are more conservative on social issues than they are on economic issues.
I also came across that Huffington Post article that Michael linked.
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thisThe article suggests that economics majors tend to be more republican.:
The number of economics courses completed by the graduates of these... schools significantly decreases the likelihood that a person does not join a political party and the likelihood of joining the Democratic party, while the number of economics courses is positively related to the likelihood of joining the Republican party. For example, taking five economics courses is associated with an eight percent decrease in the likelihood of joining the Democratic party and more than a 10 percent higher chance of joining the Republican party.
from the article:
The number of economics courses completed by the graduates of these... schools significantly decreases the likelihood that a person does not join a political party and the likelihood of joining the Democratic party, while the number of economics courses is positively related to the likelihood of joining the Republican party. For example, taking five economics courses is associated with an eight percent decrease in the likelihood of joining the Democratic party and more than a 10 percent higher chance of joining the Republican party.