I can't link to the study directly, as it apparently requires a fee. However, studies conducted by David M Amodio and John T Jost of New York University and Sarah L Master & Cindy M Yee of UCLA indicate that "{l}iberals are more responsive to informational complexity, ambiguity and novelty." In addition, "{l}iberals are more likely than are conservatives to respond to cues signaling the need to change habitual responses."
From the summary in the Nature Neuroscience Journal - "Political scientists and psychologists have noted that, on average, conservatives show more structured and persistent cognitive styles, whereas liberals are more responsive to informational complexity, ambiguity and novelty. We tested the hypothesis that these profiles relate to differences in general neurocognitive functioning using event-related potentials, and found that greater liberalism was associated with stronger conflict-related anterior cingulate activity, suggesting greater neurocognitive sensitivity to cues for altering a habitual response pattern."
William Saletan at Slate is offended that science makes conservatives look stupid. See
http://www.slate.com/id/2173965/?GT1=10436