With the federal government moving more and more towards permanent supportive housing, rapid rehousing, and homelessness prevention as the three major strategies, most studies (see below) have focused on permanent supportive housing or affordable housing, showing either positive benefits or no impact on surrounding properties' values.
Unfortunately, few studies have examined the impact of shelters or transitional housing on surrounding property values, as these approaches are no longer viewed as best practice strategies at the national level. While there is some overlap between certain types of supportive housing and shelters, findings on the former may not apply to the latter. You will commonly hear individuals cite evidence that a transitional or shelter program will decrease property values, but the data does not come from any type of empirically researched study. There is one Philadelphia study from 2007 that does, however, look at 15 transitional housing facilities, finding no adverse impacts on surrounding property values: https://shnny.org/uploads/Project_HOME.pdf.
While not related directly to property value, the City of Seattle did just commission a one-year study of three sanctioned encampment and tiny home communities: http://www.seattle.gov/Documents/Departments/HumanServices/AboutUs/Final%202017%20Permitted%20Encampment%20Evaluation.pdf. Among other things, the report notes no major negative community impacts related to the sites over the course of the one-year study.