There is significant evidence that people who buy into them have psychological issues.
https://www.scientificamerican.com/article/people-drawn-to-conspiracy-theories-share-a-cluster-of-psychological-features/
https://pubmed.ncbi.nlm.nih.gov/34851516/
https://www.pbs.org/newshour/show/how-online-conspiracy-theories-led-to-this-mans-mental-health-crisis
https://www.psychiatry.org/news-room/apa-blogs/susceptibility-to-conspiracy-theories-and-fake-new
There is also evidence they have lack of critical thinking skills:
https://www.psypost.org/2021/07/new-study-indicates-conspiracy-theory-believers-have-less-developed-critical-thinking-ability-61347
https://onlinelibrary.wiley.com/doi/10.1002/acp.3790
There is also evidence for a lower cognitive level:
https://www.sciencedirect.com/science/article/abs/pii/S0092656622000423
https://www.adamstaten.com/blog/2021/2/7/low-iq-and-conspiracy-theories-a-hand-in-glove-relationship
If you notice - none of these journals are "pop psychology."
Anecdotally - in my experience working in the ER, the patients who espouse them
tend to be low achievers, lower income, on government benefits, and use alcohol, tobacco and recreational drugs. The other large group are ones that claim to be christian (bit there actions belie that.)
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“There are three things all wise men fear: the sea in storm, a night with no moon, and the anger of a gentle man.”