Well, as dubious as your correlation may be, there was that theory that yawning 'cooled the brain' and that results in better cognitive function. (Though I passionately disagree that this is the reason for yawning.)
Hair could increase brain temperature by acting as an insulator, and having a cooler brain could result in better cognition.
There must have been studies on this. Do people who wear a hat perform worse on a battery of cognitive tests than people who do not?
Also, do you live in a hot climate? I'd imagine there's an 'ideal brain temperature' where signals are met with the least impedance but the brain doesn't suffer from hypothermia.
Edited by Viscid, 10 November 2009 - 06:44 AM.