The truth here is actually a bit more nuanced. Dietary cholesterol isn't universally bad/ok. Some people have defective cholesterol metabolism, and dietary cholesterol can cause them issues. Most people have a cholesterol metabolism that achieves homeostasis even in the presence of dietary cholesterol. As a result, you can create a study where dietary cholesterol looks bad/good just by tweaking your study population.

For reference, dietary cholesterol is most often a problem for people of certain African, south Asian, Mesoamerican and Mediterranean populations that historically consumed limited animal products, or low fat animal products such as warm-water fish. People of central/northern European/Asian descent are typically fine.

Is there any study that shows any adverse effects of dietary cholesterol in a ketogenic diet?

AFAIK, the jury is still out on high far does, too.