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Are those of us who prefer paper books just indulging in nostalgia or does a physical page actually help the reader achieve better comprehension?

This New Yorker article by Maria Konnikova sheds light on what’s going on when we read online and what conclusions we can draw from the difference.
Because we know we have many sources at our fingertips when reading online, we tend to read faster, scrolling and scrolling, skimming, looking for key words as we go. No time to pause and mull over a passage. Reading a book or an article on paper, on the other hand, is not an open ended task. There is an end to it and we know where that end point is. We can see it and feel it in our hands. We don’t feel the same compulsion to keep going, but are more likely to give ourself time to contemplate, to reread a sentence, maybe turn down the corner of the page because we think we might like to return to a sentence we don’t quite yet understand. And I think there is an advantage to having the page in your lap and being able to look up and away as you think about what you have just read.

Also we are distracted online by hyperlinks that interrupt the flow of the argument. And, depending on what we’re reading, there may be ads here and there, attempting to pull us away from the text. And some of them, God help us, move! It’s simply exhausting and before long we’ve lost our grip.

So what are we going to do about it? For now I suppose, we can just print out what we must. But it’s critical that we figure out how to duplicate “deep reading” skills when reading in the digital environment.

The internet is a blessing, literally bringing the world’s knowledge to our fingertips. But unless we figure out how to teach readers to bring those deep reading skills to material that requires it, we are liable to end up with professionals in every field with shallow understanding of what they need to know.
If you are at all interested in this subject, the article is well worth reading.