A recent “New York Fed paper”:http://www.newyorkfed.org/research/staff_reports/sr450.pdf says yes.
bq. those who took more economics classes or who majored in economics or business were more likely to be members of the Republican party and less likely to join the Democratic party. Those findings hold even after controlling for the higher salary, higher equity in real estate holdings, and earning a graduate degree.
Unfortunately, as the authors note, it is impossible with their data to know whether this is a selection effect (e.g. people who are more likely to vote Republicans are also the kind of people who more likely to study economics) or a causal one (e.g. people are more likely to vote Republican _because_ they have studied economics). Still, interesting.