The hadith indeed is compilled in sunan al-Bayhaqi al-Kubra (via two chains he seems to mention to other chains of the hadith of Sufyan a-Thawri via at-Tabarani and abi Hatim, so maybe both have quoted it in some of their books too, I could find a quote here that it is in at-Tabarni's al-Kabir with a slightly different wording), al-Mustdrak of al-Hakim (on the authority of abu Hurraira) and ibn abi Shaibah in his mossanaf (on the authority of some of the people of Madina -which creates doubts on the authenticity) it is also present in the musnad of Ishaaq ibn Rahawayh (via two chains -here with the same chain as in al-Mustadrak-) and in ibn 'Ady's al-Kamil (with a third chain):
" من اشترى سرقة ، وهو يعلم أنها سرقة ، فقد شرك في عارها وإثمها "
the issue with the first chain
مسلم بن خالد الزنجي ، عن مصعب بن محمد ، أن مولى للأنصار يقال له : شرحبيل حدثه ، عن أبي هريرة
Muslim ibn Khalid (a-Zinji) from Mos'ab ibn Mohammad, from Sharhabyl (a Mawla of the Ansar) from abu Hurraira () (from the Prophet ())
(like in al-Mustadrak) is:
Muslim ibn Khalid مسلم بن خالد he was one of the teachers of imam a-Shafi'i (in fiqh and hadith) his hadith is rejected by al-Bukhari, ibn al-Madini and many ahadith among them this one also by imam a-Dhahabi. Abu Dawood considered him as da'if while ibn abi Hatim considered him as none to rely on, ibn 'Ady however said his hadith is Hassan and hopefully fine, ibn Ma'yn considered his hadith as acceptable ليس به بأس.
A-Dhahabi nevertheless added in his siyar 'alam an-Nubala' سير أعلام النبلاء a comment saying that some scholars consider his hadith to be close to Hassan.
Note that al-Hakim himself considered the chain as on the conditions of al-Bukhari and Muslim and the hadith therefore as sahih, and in his opinion the issue might have been with Sharhabyl شرحبيل whom he called ibn Sa'ad al-Ansari ابن سعد الأنصاري a mohhadith whom imam Malik firstly rejected and later accepted (according al-Hakim). Note that others consider Sharhabyl as weak too.
The issue with the chain of ibn abi Shaibah
سفيان الثوري عن مصعب بن محمد ، عن رجل من أهل المدينة ، قال : قال رسول الله صلى الله عليه وس
Sufyan a-Thawri from Mos'ab ibn Mohammad, from a man from the people of Medina who said the Prophet () said ...
should be clear as the hadith has a clear disconnection.
The version of ibn 'Ady
هشام بن عبيدالله ، قال : حدثنا ابن لهيعة المصري ، حدثنا إسحاق بن أبي فروة ، عن أبي صالح ، عن أبي هريرة ، مرفوعاً
Hisham ibn 'Obayd Allah from ibn Lahi'a (al-Masri) from Ishaaq ibn abi Farwa from abi Salaah from abu Hurraira.
includes ibn Lahi'a ابن لهيعة in the chain whom is considered as weak (according my source without quoting any evidence) and Ishaaq ibn abi Farwa إسحاق بن أبي فروة is also a rejected narrator.
Conclusion: the hadith is not sahih by chain -maybe it could reach a level of hassan- either due to the fact that it has different chains with a similar wording or due to the fact that it would be sahih in the meaning, as Allah () says:
... And cooperate in righteousness and piety, but do not cooperate in sin and aggression. ... (5:2)
but I'm not the right person to judge or qualify it. From the above we may conclude that all three chains have issues, maybe the first would have less according some scholars.
Sources: Beside siyar 'alam an-Nubala' on islamweb I rely a lot on this Arabic thread.