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The young girl's face twists in terror. The stalker's shadow advances, ax held high. Your heart is pounding along with the music as you squirm in your theater seat. The silhouetted ax starts to descend …

Is this your idea of a fun night at the movies?

Psychologists have long theorized about why some people revel in scary movies and have identified "thrill-seeking personalities" who are drawn to roller coasters, gambling and extreme sports. Many also gravitate toward adrenaline-charged jobs as day traders, test pilots, brain surgeons and bomb defusers, some studies find.

Now, neuroscientists are finding distinct biological differences in the brains of people who love new sensations and those who shrink from them.

"Humans have a unique situation where we will seek out things that scare us. We've got to ask, what could make this exposure rewarding?" says David Zald, a professor of psychiatry and psychology at Vanderbilt University in Nashville, Tenn.

One 2008 study by Zald and colleagues found key differences in how the brains of thrill-seekers and thrill-avoiders handle dopamine, the brain chemical of pleasure and reward. They had 34 volunteers answer a questionnaire assessing how much they liked novelty and then conducted brain scans. Those who avoided thrills had more autoreceptors for dopamine, which act like built-in brakes for the pleasure chemical. The thrill-seekers had few such receptors.

Evolutionary Roots
Zald speculates that this novelty-seeking tendency was important to evolution; humans who sought out new experiences might have been more likely to survive and pass on their genes.

And the tendency is often apparent in early childhood. Zald says he frequently hears from parents of thrill-seeking children asking his advice about how to satisfy them. (He recommends rock-climbing with close supervision.)

"Mostly, those parents are hanging on for dear life," he says.

There may be genetic differences as well. In 2008, researchers at the University of Bonn in Germany found that people with a particular variation of a gene known as Compt, which affects a brain chemical linked to anxiety, are more easily disturbed by frightening images. Those with two copies of the gene variation found it particularly hard to keep a lid on their anxiety.

At its most basic, fear is an early warning system that senses menace and buys time to flee or grab the nearest frying pan. Sights, sounds—even smells—that we associate with peril register in the amygdala, the primitive, almond-shaped structure near the center of the brain. It triggers a body-wide reaction in milliseconds, pumping out stress hormones that prime the body for action. That cascade of hormones raises the heart rate, pumps more blood to muscles and shuts down non-emergency functions like immunity and digestion.

All that happens without the impulse passing through the brain's centers of more rational thought, according to research by Joseph LeDoux, director of the Center for the Neuroscience of Fear and Anxiety in New York. In short, fear prompts humans to run first and evaluate the threat later.

Experiments monitoring moviegoers have found that their hearts race and their skin sweats during scary scenes, just as if they were experiencing fear themselves. "The mind can imagine things to a point where the body thinks it's real," says Raymond Mar, an assistant professor of psychology at York University in Toronto who studies fiction and neuroscience.

One company, MindSign Neuromarketing of San Diego, uses magnetic-resonance imaging to monitor how viewers' brains react to horror movies and movie trailers for clients in the film industry. The company also uses MRIs to peer at the brains of day traders for financial-services companies interested in differences between novice and professional traders and how the brain reacts to profit and loss.

Scared to Death
Fear can be fatal. Martin A. Samuels, chief of neurology at Brigham and Women's Hospital in Boston, has collected hundreds of reports of people whose hearts have suddenly stopped during times of extreme stress or emotion.

"The heart muscles contract involuntarily in a characteristic pattern, and they don't relax again because of the huge rush of stress hormones," says Samuels, who thinks that many disaster victims may die from fear rather than injuries, although obtaining proof in autopsies is difficult.

Click here to read more on this story from The Wall Street Journal.