In Searching for why consumers use certain search engines Internet Retailer looks at recent Majestic Research as to why searchers are loyal to their favorite search brands.
The study shows most Google users primarily are there because they believe Google has the most relevant results (although the fact that Google has not had a longstanding portal as long as it's competitors may bias the study to conclude that result).
Of the other major engines Yahoo! was the only one which had significant votes for relevancy, but Matt Cutts recent post about Yahoo! hand coding probably does not help them much. Tim Mayer just did another Yahoo! update report, and a reader mentions that [online casinos] is just about as spammy as it could be.
In Following the Search Engine Referral Money Trail Jeremy Zawodny shows his search referral ratio, earnings ratio, ad CTR, and effective CPM per engine.
His site has a tech bias, so I believe that favors Google somewhat, but Google sends the bulk of his referrals. MSN and AOL users are much more likely to click content ads than Google or Yahoo! users. I believe that is a function of user sophistication. Less sophisticated people are click happy because they probably don't know they are clicking paid ads.
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