Musannaf Ibn Abi Shayba 9:873

Yazid ibn Harun narrated to us, from Habib, from Amr, from Jabir ibn Zayd, who said: It was asked, "Is it permissible for a woman to be married over her cousin (i.e., as a co-wife)?" He said, "That is severing of ties, and severing of ties is not permissible."