A couple documented studies in EST that I found while searching.
Context-dependent effects of steroid chemosignals …[Physiol Behav. 2001 Sep 1-15] - PubMed Result
Sniffing human sex-steroid derived compounds modul…[Behav Brain Res. 2004] - PubMed Result
Not sure if they have been posted before, but I have not seen them, so there it is.