There was earlier discussion of publication bias on this here (which makes sense given the attractiveness of the claim, along with general psychology research standards). This article is paywalled, but if it matches the abstract and is itself kosher, it shows a devastating pattern in the published studies:

The summary (abstract) of the paper Can stereotype threat explain the gender gap in mathematics performance and achievement?: Men and women score similarly in most areas of mathematics, but a gap favoring men is consistently found at the high end of performance. One explanation for this gap, stereotype threat, was first proposed by Spencer, Steele, and Quinn (1999) and has received much attention. We discuss merits and shortcomings of this study and review replication attempts. Only 55% of the articles with experimental designs that could have replicated the original results did so. But half of these were confounded by statistical adjustment of preexisting mathematics exam scores. Of the unconfounded experiments, only 30% replicated the original. A meta-analysis of these effects confirmed that only the group of studies with adjusted mathematics scores displayed the stereotype threat effect. We conclude that although stereotype threat may affect some women, the existing state of knowledge does not support the current level of enthusiasm for this as a mechanism underlying the gender gap in mathematics. We argue there are many reasons to close this gap, and that too much weight on the stereotype explanation may hamper research and implementation of effective interventions.