Published Paper Details:

This research investigates the recurring psychological patterns underlying major global financial collapses. Drawing upon behavioral finance theory, the study introduces the concept of 'Behavioral DNA' to explain how systematic cognitive biases-- such as herding, overconfidence, confirmation bias, anchoring, loss aversion, and fear of missing out (FOMO)--drive asset bubbles and subsequent crashes. The research adopts a qualitative comparative case-study methodology supported by secondary statistical data from the Dot-Com Bubble (2000), Global Financial Crisis (2008), Bitcoin Bubble (2017), GameStop Mania (2021), and China's Housing Boom. Statistical correlation frameworks are incorporated to demonstrate relationships between market volatility, speculative participation, and behavioral intensity indicators. Findings reveal a consistent six-stage behavioral cycle across crises. The study concludes that financial instability is deeply rooted in collective psychology, amplified by institutional incentives and technological acceleration. Policy recommendations include behavioral early-warning systems, enhanced financial literacy, regulatory transparency, and social media monitoring.