In one study, two groups of women were both given a math exam. The control group was told that they were participating in a study on math performance. The other group was told that the researchers were investigating why men generally score higher than women in tests of mathematical ability. The difference? The group of women who were reminded of the widely-held negative stereotype before taking the exam scored ten-percent lower on average than the control group.
Psychologists refer to this kind of influence as a "stereotype threat." What happens is the anxiety brought on by the awareness that one's group is negatively stereotyped impairs short term memory, the "working memory" necessary for problem solving and test taking. Because the short term memory isn't working at full capacity, an individual's test scores are often lower under these conditions than they might have been otherwise. Other studies on stereotype threat show that it can impair the intellectual performance of members of negatively stereotyped groups, even when they do not themselves believe the negative stereotype.
The processes underlying stereotype threat are not exclusive to women and math performance. Actually, any racial, gender, social, or cultural group can be influenced in a similar way, with regard to a type of performance where their group is subject to negative stereotypes.