This study linked positive outcomes for parents playing video games with daughters, but did not find the same results for parents playing video games with sons. The authors theorize that it may be because sons have more video game time with friends.
In addition, parents (usually fathers) playing video games with boys played games like Halo while games like Mario Kart were usual when playing games with girls.
Another interesting note:
The BYU researchers found that 31 percent of the children reported playing age-inappropriate games with their parents (42 percent of boys, 15 percent of girls) and they report that "heightened parent–child connection was not found for girls who played these age-inappropriate games with their parents."