^^^Yo, that you, Boris?
From the academic studies of religiosity, women do tend to have more connections to religion than men. But I don't think it is because women are "more emotional" or "more easily swayed". It has more to do with things like women traditionally having fewer life opportunities to achieve recognition (at least god loves and values you), women traditionally having less control over their lives, having less education and money, and religion giving women outlets that their societies denied them.
If the only books you are allowed to read are religious texts, if the only way you can avoid an early marriage to some local jerk is to "commit yourself to the lord", if the only place you can go outside of the home and escape heavy household chores for a few hours is to the church, and if the main chances to do important work in your community are by linking up with religious organizations, it should not surprise us that women make up the majority of the practicing members in many religious groups worldwide. Especially in poor, traditional communities.
We can test this idea. When other opportunities open up for women, we would expect to see less religious participation. And we do. As income and education levels rise in a society generally, as women become educated, as women postpone early marriage and have fewer children, as they [we?] enter the professions and gain their own independence, we see less commitment to religion. In countries like Norway, Iceland and Sweden where women have achieved near equality to men, there are the lowest rates of religiosity among women.
Just think about how the world looks to an illiterate woman in Haiti, married at 14, living in shanty town, struggling to raise 5 or 6 children on a dollar a day--with almost no job skills. She is going to grab onto every bit of escape, power, hope and possibility that Vodun or Catholicism (or more recently, evangelical born-again Protestantism) can offer her.
In these societies, women are also far more often "possessed" by the gods during ceremonies than men. While possessed, people are allowed behavior that they would never be able to get away with in everyday life. They get to do things (like smoke and drink, because the god wants it) and say things (like give unwanted advice or curse someone out) with the blessing of the community. Interesting, verdad? I saw women possessed at every ceremony, and cannot recall a single possessed man. I once heard about a boy getting possessed for a while and not being able to attend school. Hmmm.
The lower you are on the social, economic and political scale, the more you need that old-time religion. In the US that means women, black people, latinos, and rural white folks will be more fundy than wealthy white educated men.
Basically, social inequality leads to more religion among both men and women. People are more likely to be religious if they have less power over their lives. Power to the people!