The scientific literature cannot confirm that running on concrete results in a higher rate of injury, however I did find this report on Environment Canada
"The differences in hardness between asphalt pavements and concrete pavements have been assessed on sections of intercity highway in steady highway speed conditions. In most temperature conditions, there were only small differences between the two pavement types. However, in warm weather, reductions of up to 8% in fuel consumption were measured for concrete versus asphalt surfaces. The effect of the pavement difference at the lower speeds typical of urban driving has not been measured but is probably more pronounced, as urban asphalt pavement has more time to deform."
 National Research Council of Canada, Effect of Pavement Surface on Heavy Truck Fuel Consumption, undertaken for the Cement Association of Canada, Ottawa, 1999
Others are less kind when describing concrete-
"Concrete is a much harder surface than asphalt or macadam. It's the worst commonly encountered surface that you can run on and should be avoided like the plague. To compare the "hardness" of concrete and asphalt, hit each surface with a hammer and see how it feels to your hand and arm. You will find quite a difference. You will leave a dent in the asphalt, but not in the concrete." -JIm Fortner