We have a modal "nag window" that appears to non-logged in users when they arrive at a forum thread from a Google search. The modal can be closed out of by clicking anywhere else on the page (which is grayed out when the modal is displayed.)
A couple of times over the past year or two, I tried running small tests with removing it, and each time the CTR of the banner ads on the site decreased SIGNIFICANTLY. This was consistent across both the current DaniWeb layout and the previous one. Whenever we don't have the modal window in use, our banner performance decreases. Whenever we start using it again, it's like we instantly flipped the switch.
Any ideas why the difference would be SOOO huge?! I can understand a couple of accidental clicks from people who are trying to exit out of it and click on the banner accidentally, but the differences we're noticing are astronomical.