Styling outbound links, yea or nay?

I come with a seemingly simple question: should outbound links be styled differently than intra-site links? For example, the way Wikipedia does it with an icon after the text of the link. Do users care? Did anyone done any research on that?

I’m thinking of situations where you might have a sentence like ‘I’ve written about this before, and recent events around ACME corporation only made me entrenched in my opinion.’ where ‘written about this before’ would be a link to another page on the website and ‘recent events around ACME corporation’ would be link to external site.