I'm intrigued by your comment and by the research you've done on this.
To the best of my knowledge, we have not done any research on this subject. The nearest thing I can think of, and it's not a direct comparison, is that Finland has the highest literacy rate in the OECD.
One explanation I have read for this is that in contrast with a lot of other European countries, they do not dub any of their English-language programs; they run subtitles. There is an incentive for young children who are watching their favourite programs to be able to understand the subtitles, and ultimately it helps them learn English as well. It's always amazing the degree of trilingualism among Scandinavians.
So I don't even have a formal reference for you, but that's one of the explanations I've seen for why Finland has the highest literacy rate in the OECD—their use of Finnish-language subtitles on English-language programming.