I'm on Yahoo! Finance a lot so this seems plausible. Thank you!
Will give it a shot and report back.
I experienced it again today. When I exited just using the back button and the last page was Yahoo Stock, the phone got heated a little bit and the batteries went down significantly faster. It does not seem to be a problem after hours. I guess the site may stop the auto-refreshing function.
Again we may all have different causes of the battery draining problem but if you have already tried other solutions and they did not work, you can give this one a shot: before exit IE, select "tabs" in the menu and manually cross out the tab(s). Remember the last page you see before exiting IE is a white/blank page.
Please report back your findings whether you have solved or not the battery problem using this solution. It may help other people who visit this board.