here the proof with references

http://www.ratfanclub.org/litters.html

In mice these enzymes started rising after only 24 hours exposure to cedar shavings and only returned to normal when the mice were away from the shavings for 12 days (8). If pine or cedar shavings are heat-treated or soaked in a solvent, so that some of the phenols are removed, the effects are not as great, but still occur (8, 9).
A study done in 1991 (1) found that mice kept on pine shavings for only a month had a more highly reactive immune response. Mice kept on pine shavings for 8 months developed abnormally enlarged livers. This same study found that mice housed on pine shavings also had a decrease in reproduction rate. When given free choice of beddings, rats and mice reject pine and cedar shavings in favor of any other type of beddings.