Other research has examined how the way we search for and evaluate evidence affects our belief systems. Numerous studies have shown that in general, people give greater attention to information that fits with their existing beliefs, a tendency called "confirmation bias". Reasoning about conspiracy theories follows this pattern, as shown by research I carried out with Marco Cinnirella at the Royal Holloway University of London, which we presented at the British Psychological Society conference in 2005.
The study, which again involved giving volunteers fictional accounts of an assassination attempt, showed that conspiracy believers found new information to be more plausible if it was consistent with their beliefs. Moreover, believers considered that ambiguous or neutral information fitted better with the conspiracy explanation, while non-believers felt it fitted better with the non-conspiracy account. The same piece of evidence can be used by different people to support very different accounts of events.
This fits with the observation that conspiracy theories often mutate over time in light of new or contradicting evidence. So, for instance, if some new information appears to undermine a conspiracy theory, either the plot is changed to make it consistent with the new information, or the theorists question the legitimacy of the new information. Theorists often argue that those who present such information are themselves embroiled in the conspiracy. In fact, because of my research, I have been accused of being secretly in the pay of various western intelligence services (I promise, I haven't seen a penny).
It is important to remember that anti-theorists show a similar bias: they will seek out and evaluate evidence in a way that fits with the official or anti-conspiracy account. So conspiracy theorists are not necessarily more closed-minded than anti-theorists. Rather, the theorist and anti-theorist tend to pursue their own lines of thought and are often subject to cognitive biases that prevent their impartial examination of alternative evidence.