I am part of a “study team” that authored a paper. How do I list in in my CV? I was a member of a study team that produced a couple of research papers.
The authors of the paper are, for example: 


  Michael Jordan, Tiger Woods, John Smith and The ABC Study Investigators


In the acknowledgements, it reads:


  The ABC Study team consists of members from Harvard University (James Bond, Thomas Harper, David Price, and Jason Jolly)


(Suppose that my name is David Price.)

Can I list such papers in the publication list of my CV?
If not, how can I show that I participated in these research papers?

In PubMed, my name was listed as one of 'collaborators.'
Consortium authors are authors as well, just much less "important" authors than the main authors.  The situation is in fact quite similar to being in the middle of a large author list (e.g., one of my papers where I am 12th out of 32 authors).

As such, you should list the paper in a way that is clear, transparent, and easy for a reader to understand its stated authorship.  Put the paper in your CV with the authors just as they appear in the standard citation, then add a note at the end of that citation that says you were part of the consortium authors.  Following your example:


  
  Michael Jordan, Tiger Woods, John Smith and The ABC Study Investigators, "Totally Awesome Science," Journal of Irreproducible Results, 12(6), pp. 406-453, 2012.
  (Member of ABC Study Investigators)