To be clear, I do not favor building the Trump Wall (at all), still I am willing to present relevant evidence when it appears. Here is the abstract of a new paper by Benjamin Feigenberg:
This paper estimates the impact of the US-Mexico border fence on US-Mexico migration by exploiting variation in the timing and location of US government investment in fence construction. Using Mexican survey data and data I collected on fence construction, I find that construction in a municipality reduces migration by 27 percent for municipality residents and 15 percent for residents of adjacent municipalities. In addition, construction reduces migration by up to 35 percent from non-border municipalities. I also find that construction induces migrants to substitute toward alternative crossing locations, disproportionately deters low-skilled migrants, and reduces the number of undocumented Mexicans in the United States.
That is from American Economic Journal: Applied Economics, you should be able to click through the captcha and get to the paper.