Blizzard even confirm this.
Look at the Role Queue Update topic.
quote:
New players are also set at a higher variance level, so the amount of SR you gain and lose is multiplied higher. The matchmaker does this because as a new player it knows very little about your skill and wants to determine it as fast as possible. The increased variance slowly decreases as you play more and more games, and the matchmaker is more confident in identifying your skill.