I've seen a couple of documentaries where they insinuate that sense of humor and intelligence could be related. I couldn't find the documentaries on the web, but the following are some studies regarding the issue.
Claims:
Humor ability reveals intelligence, predicts mating success, and is higher in males
The Relationship of Humor to Intelligence, Creativity, and Intentional and Incidental Learning
How can they be related? Is there a cultural or demographic influence?
Particularly, the first study says that men are not attracted so much by women with GSOH, as woman could be by men with GSOH, and the second one that GSOH is higher among males.
So it kind of suggests that women are not that much intelligent, or GSOH is not an indicator of intelligence among women, or men doesn't like intelligent women.