Yes it does, when you are sad you release a hormone called Melatonin.
Melatonin (pronounced /ˌmɛləˈtoʊnɪn/ ( listen)), also known chemically as N-acetyl-5-methoxytryptamine,[1] is a naturally occurring compound found in animals, plants, and microbes.[2][3] In animals, circulating levels of melatonin vary in a daily cycle, thereby regulating the circadian rhythms of several biological functions.[4] Many biological effects of melatonin are produced through activation of melatonin receptors,[5] while others are due to its role as a pervasive and powerful antioxidant,[6] with a particular role in the protection of nuclear and mitochondrial DNA.[7]
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