Yes they do! In our white paper (click our post title to get it free), we prove that having a blog will increase the stickiness of your website. Using two case studies one that was extended over a multiple month period, we track that the amount of time that a viewer stays on your site improves with blogging.
The increases are not as pronounced as those in traffic increase, but still important. So if you want to keep readers longer and keep them engaged, blogging will do it!