This O’Reilly study shows:
Given a page load delay how much (as a percentage) Revenue / User decreases:
500ms / 1.2%
1000ms / -2.8%
2000ms / -4.3%
From Bing.
From the Obama campaign, a 60% increase in speed meant a 14% increase in donations.
http://velocityconf.com/velocity2009/public/schedule/detail/8523
and
http://marakana.com/s/post/1432/how_fast_are_we_going_now_web_performance_Steve_Souders_video