That is the conclusion of a Canadian study performed by the University of Lethbridge. Here is a description of the methodology:
The survey of 1,600 Canadian adults, led by University of Lethbridge professor Reginald Bibby, gave a list of 12 values - from honesty to family life to politeness to generosity - and asked the participants if they found each "very important." In each case, theists ranked the values as more important than atheists.
Professor Bibby concludes that religion plays an important role in the transmission and reinforcement of these values. As religious influence diminishes in Canada, no apparent alternative source has come forward.
He said people who are believers are encouraged - whether by a desire to please God, or because of a fear of God - to adopt these values. "If you don't have that as a major source in the culture then what will be the source? I think that's where we've been really superficial ... we've really been underestimating the contribution religious groups can make."
Although Professor Bibby admits theists do not always translate their values into actions, "at least they are inclined to hold the values" and that atheists "do not have as many explicit support groups that are committed to intentionally promoting [a] positive interpersonal life."
And, I believe, more support for the idea that atheist morality is borrowing capital from the Christian bank they seek to undermine.