It's known as The Lunar Effect.
The theory is that as the moon controls the tides it also has an effect on the human emotions as we are made up of between about 50% and 80% of water ourselves, depending on body size. There are allegedly more crimes committed during a full moon and the root of words like lunatic and loony come from the belief that the moon causes hyperactivity or madness.
There are lot of websites about this if you type 'the lunar effect' into a well-known search engine. You generally find that most scientific research believes this to be a myth while astrologers hold it up as truthful.