Good lord, its common sense. But if you want peer reviewed literature, here you go:

"As a practical matter of common safety, caution is required of a caretaker when picking up or generally moving an infant. Caretakers must provide head support to compensate for the fragility, laxity, and the lack of infant neck muscle strength since it provides minimal resistance to any externally induced relative motion between the head and the thorax.

The massive-head and weak-neck attributes of the infant create the potential for severe neck injury under certain dynamic conditions."

http://www.wisspd.org/htm/ATPracGuides/Training/ProgMaterials/Conf2011/ShakenBabyCases/16.pdf