The researchers had men and women caption New Yorker cartoons. Then, undergrads rated them zero to five. While captions authored by men were judged funnier, the margin was very small. Men earned an average of .11 more points than the women. And men did much better with other men. Women only gave male-written captions an average of 0.06 more points, while men gave men .16 more points than female writers on average.
One author of the study, Nicholas Christenfeld, said he finds it "sad for the guys who think that by being funny they will impress the ladies, but really just impress other men who want to impress the ladies." I guess the joke's on them.