This study explores the impact of behavioural biases on market fluctuations, introducing a quantitative framework for understanding and anticipating investor actions as they manifest in order flow and order book activity. By bridging behavioural finance insights with market microstructure, we reveal patterns in liquidity, price formation, and volatility. Practical quantitative tools are developed for buy-and sell-side participants, with applications in risk management, trade execution, and predictive modelling. These methods allow financial market participants to integrate behavioural insights into decision-making, optimising performance and risk management. learn more on SSRN