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Behavioral Finance has become a challenge to the scientific community. Based on the assumption that behavioral aspects of investors may explain some features of the Stock Market, we propose an agent based model to study quantitatively this relationship. In order to approximate the simulated market to the complexity of real markets, we consider that the investors are connected between them through a small world network; each one has its own psychological profile (Imitation, Anti-Imitation, Random); two different strategies for decision making: one of them is based on the trust neighborhood of the investor and the other on considers a technical analysis, the momentum of the market index technique. We analyze the market index fluctuations, the wealth distribution of the investors according to their psychological profiles and the rate of return distribution. Besides, we analyze the influence of changing the psychological profile of the hub of the network and report interesting results which show how and when anti-imitation become the more profitable strategy for investment. Moreover, an intriguing asymmetry of the return rate distribution is explained considering the behavioral aspect of the investors. This asymmetry is quite robust and it has been observed when even a completely different algorithm to calculate the decision make of the investors was applied to it.

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