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This article identifies a set of persistent methodological and theoretical challenges to research on Massively Multiplayer Online Games (MMOGs), and to studies of virtual worlds more generally. Critically examining some of the ontological, epistemological and ethical lacunae and, in some cases, missteps that characterize well-respected, well-publicized and oft-cited research in what is now a prominent field of scholarly enquiry, this discussion addresses the need for firmer theoretical foundations to support more innovative, more rigorous and more accountable studies of digitally re-mediated, MMOG-based work, play and sociality.