Mobile Suit Gooch
Grundle: The Awakening
I'm guessing most of those studies are in the U.S. though which may not translate to Japan. That said, Persona and 'Tales of' have shown proof of being very popular with female gamers.
The first Persona 3 movie had a 4:6 ratio attendance favoring women: http://www.siliconera.com/2013/11/28/persona-3-movie-1-rather-well-opening-weekend/
The 'Tales of' festival was attended by 90% women with the producer saying the games were generally bought by about 70% men and 30% women. http://www.ign.com/articles/2014/06/26/why-90-of-fans-at-tales-of-festival-are-female
Pretty sure there's also proof of women making up the majority of merchandise sales as well.
I wish Atlus would do a female protag for the next Persona.