This has been my experience as well. I should say, "my impression," because I've never tried to quantify it.
In other words, if a player with a .400 avg and 40 homers w/ Coors as their home park played in a neutral park for a PB team, as Ken suggests, he should hit about .363 w/ 33 HRs (assuming he's facing the same pitchers, same away parks, etc.). It seems to me that he doesn't come down that far, he might hit .380 with 37 HRs.