I imagine individual differences in enjoyment derived from horror films would be multifaceted as with most preferences regarding consumption of different media. Some of the research mentions how males, teenagers/young adults, sensation seekers, and those who have a history of exposure to horror films (although this may be both cause and effect) tend to like horror films more.
Sensation seeking: You might want to look into the personality trait sensation seeking. To quote Wikipedia quoting the originator of the concept, Marvin Zuckerman.
Sensation seeking is a personality trait defined by the search for
experiences and feelings, that are "varied, novel, complex and
intense", and by the readiness to "take physical, social, legal, and
financial risks for the sake of such experiences." (Zuckerman, 2009). Risk is not an
essential part of the trait, as many activities associated with it are
not risky.
Zuckerman discusses the psychology of horror films in this video (see transcript here). He frames sensation seeking in terms of habituation. Thus, the more horror films that a person has seen, the more intense the horror would need to be in order to induce the same rewarding level of arousal.
Exploring the concept of sensation seeking may also move you more towards a more primary concept of why people seek such arousal inducing experiences. You could for instance read Roberti's (2004) literature review of the biological and behavioural correlates of sensation seeking. In particular, see section 4 on biological characteristics related to sensation seeking:
Zuckerman (1994, 1996) has proposed a multi-level approach in which
sensation is a product of interactions between neurotransmitter
systems (Zuckerman, 1996). Agonistic and antagonistic interactions of
biological correlates are related to sensation seeking. Biochemical
mechanisms provide major support for the relation of sensation seeking
and associated biological systems (Balada et al., 1993; Ballenger et
al., 1983; Daitzman & Zuckerman, 1980; Dellu et al., 1996; Gerra et
al., 1999; Netter et al., 1996; Piazza et al., 1993; Ruegg et al.,
1997; Zuckerman, 1984, 1991a; Zuckerman et al., 1980).
Tamborini and Stiff (1987) studied the appeal of horror movies:
A survey was conducted to determine the antecedents of the exposure to
and appeal of horror films. Audience members leaving the theater after
viewing Halloween II were interviewed using a questionnaire that
contained measures of specific reasons for liking horror films as well
as measures of several individual-difference variables. A model
emerged from structural equation analysis indicating that three
important factors in the appeal of horror films are (a) the audience's
desire to experience the satisfying resolutions usually provided in
these films, (b) the audience's desire to see the destruction often
found in these films, and (c) the sensation-seeking personality traits
of audience members for these films. In addition, age and gender were
important predictors. Horror films were enjoyed more by males and by
younger viewers.
Tamborini, Stiff and Zillman (2006) summarise existing research linking sensation seeking with horror film preference:
Several studies have attempted to investigate the relationship
between the attraction to horror films and sensation seeking. The
first attempt to look at this issue was reported by Sparks
(1984), who correlated his own 20-item scale measuring Enjoyment of
Frightening Films (EFF) with the Sensation-Seeking Scale, and found
an overall positive correlation between the two for both males (r=
.22,p= .01) and females (r = .28, p = .01). A second study (Tamborini
& Stiff, 1984) also found an association between the liking of horror
films and a measure of sensation seeking computed from the
combination of disinhibition, experience seeking, and thrill and
adventure seeking scores (r= .14,p= .05). Finally, Edwards (1984)
found a strong correlation between the entire Sensation-Seeking Scale
and interest in horror movies (r = 51, p < .001). Unfortunately, the
articles by Sparks (1984) and Tamborini and Stiff (1984) do not
report the correlations between the individual subdimensions of
the Sensation-Seeking Scale and their measures of attraction to
horror films. This information is of particular interest to us if we
want to understand the appeal found in horror since these
subdimensions are thought to be unique. The study by Edwards (1984)
does provide information in this regard, however. According to
Edwards, each of the subdimensions is correlated to interest in
horror films with disinhibition having the strongest relationship (r
= .54, p < .001), followed by boredom susceptibility (r = .41,p < .001), experience seeking (r= .39,p < .001), and thrill and adventure
seeking (r= .24, P < .01).
References
- Balada, F., Torrubia, R., & Maria Arque, J. (1993). Gonadal hormone correlates of sensation seeking and
anxiety in healthy human females. Neuropsychobiology, 27, 91–96.
- Ballenger, J. C., Post, R. M., Jimerson, D. C., Lake, C. R., Murphy, D., Zuckerman, M., & Cronin, C.
(1983). Biochemical correlates of personality traits in normals: An exploratory study. Personality and
Individual Differences, 4, 615–625.
- Daitzman, R. J., & Zuckerman, M. (1980). Disinhibitory sensation seeking and gonadal hormones.
- Dellu, F., Piazza, P. V., Mayo, W., Le Moal, M., & Simon, H. (1996). Novelty-seeking in rats:
Biobehavioral characteristics and possible relationship with the sensation seeking trait in man.
Neuropsychobiology, 34, 136–145.
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- Gerra, G., Avanzini, P., Zaimovic, A., Sartori, R., Bocchi, C., Timpano, M., Zambelli, U., Delsignore, R.,
Gardini, F., Talarico, E., & Brambilla, F. (1999). Neurotransmitters, neuroendocrine correlates of
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