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A common reason to use Conventions and standards in Human Computer Interaction is to limit the cost of Context Switching.
I searched to find general evidence of the cognitive costs of context switching but didn't find much, just specific articles like this that don't have very useful or generalizable results.
What is the cognitive cost (time spend, cognitive load ect) of switching contexts, such as switching from mouse input to keyboard input?
Depending on your exact definition of what you call a "context switch" there is some research available. There is plenty of research on a more high-level (multi-tasking) definition of context switches. Usually when I read about context switches they refer to this higher level concept, unlike the study you linked to which compares the cost of switching between two separate views of the same data.
Organizational contexts
Existing research suggests that people organize their work in terms of much larger and thematically connected units of work. González and Mark (2004) introduced "the concept of working spheres to explain the inherent way in which individuals conceptualize and organize their basic units of work. People worked in an average of ten different working spheres. Working spheres are also fragmented; people spend about 12 minutes in a working sphere before they switch to another."
Individuals spend part of their day on a set of activities that is not connected with any specific working sphere but rather related to the management of all of them. We call these activities metawork. People spend an average of 44 1/2 min. per day conducting metawork, and similar to working spheres, this work is also conducted in shorter chunks of about six and a half minutes at any one time.
Czerwinski et al. (2004) from Microsoft Research found "that the reinstatement of complex, long-term projects is poorly supported by current software systems" by conducting a diary study.
Beyond simply remembering, successful prospective memory requires recall at the appropriate moment in time. Increasing numbers of interruptions and items to be remembered can wreak havoc with both aspects of prospective memory, and hence, can reduce an office worker’s daily productivity.
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Subjects reported that more complex tasks, especially those that lasted longer and included more documents, were more difficult to switch to. Tasks that required “returning to” after an interruption were rated significantly more difficult to switch to than others.
Victor M. González and Gloria Mark (2004) "Constant, constant, multi-tasking craziness": managing multiple working spheres. DOI=10.1145/985692.985707 (Free PDF)
Mary Czerwinski, Eric Horvitz, and Susan Wilhite (2004) A diary study of task switching and interruptions. In Proceedings of the SIGCHI conference on Human factors in computing systems (CHI '04). ACM, New York, NY, USA, 175-182. DOI=10.1145/985692.985715 http://doi.acm.org/10.1145/985692.985715 (Free PDF)
