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I guess its obvious (but I hadn't figured it) - users from Yahoo and MSN are much more likely to be interested in your Adsense Ads because, unlike Google searchers, they may not have seen those ads before on the search page they just clicked on.
I'm glad I'm back in Google, but I'm going to work on optimising for the other search engines a lot more now. Thankfully Yahoo (if you're not excluded/penalised) is like the old Google pre-Sandbox etc.
Interesting comment
But wouldn't this be an increase in CTR?
Or are you saying your EPC went up (the value of the refer was "higher")?
That's off topic and has nothing to do with the contention that Yahoo and MSN traffic is more likely to click on ads.
A better question might be, "How relevant was the traffic you were receiving through Google?" There is a possibility the traffic was coming in for broader terms and less likely to be interested in your ads.
It could also be a matter of M & Y visitors coming in on more relevant terms.
The suggestion that M & Y users may not be acquainted with google ads and thus more inclined to click on ads is an interesting one. But there are other variables to consider before that can be accepted as a fact.