PageRank is built on links, so search engine optimization is centered around them, and people link to the entities that they support. But many times, I see people increasing their own bounce rate by linking to an external page they support without using the target="_blank" attribute+value pair on the anchor tag.
This especially does not make sense most of the time, because most of the time, the external link is really a side note to the website and webpage at hand. So, using target="_blank", which forces the link to open in a new tab or window, is exactly what you should want, for the simple reason that it makes sense, and that it will reduce your bounce rate.
Don't be a fool, use target="_blank"!