High-stakes situations can rattle anyone, but a new study suggests that it might affect men and women differently—at least in tennis. As Quartz reports, a paper published by the IZA Institute of Labor Economics finds that in the setting of Grand Slam tennis, when there’s a lot of money at stake and thousands of fans watching, men are more likely to fold under the pressure than women.

The paper examined whether or not players choked under pressure by looking at data from all four Grand Slam tournaments in 2010, examining whether players’ performance improved or declined as the stakes got higher. Grand Slam tournaments are some of the highest pressure events in tennis, and the prizes, which are equal for both men’s and women’s events, can be up to $3.5 million. Using these 2010 tournaments, the researchers looked at more than 4100 games for each gender.

Based on comparing the probability of winning with actual performance, the researchers found that “men consistently choke under competitive pressure.” The probability of winning was based on data such as who served first (a competitive advantage), the player’s height and BMI, and rankings based on performance throughout the year before the tournament. If players who arguably should have won a set based on those data ended up losing, the researchers could reasonably conclude that pressure might have played a role, especially when they compared data across the tournament.

Women did choke occasionally, but only half as often as men did. And, as the researchers point out, individual sets matter a lot in women’s tennis, because while men’s matches are best-out-of-five, women play best-out-of-three. So if a woman loses her first set, she has to win her next one to stay in the game, while men can lose two.

The study makes a compelling case that women in professional tennis are better at holding themselves together in high-stakes situations than the men of tennis, but that may not apply to other realms. Not all of us are Serena Williams, and obviously, professional athletes differ from the rest of us in a ton of ways. Previous studies [PDF] have shown that women also tend to fare better in same-sex competition than when competing with men, so there’s reason to believe that this study might not apply to the workplace or other non-gender-segregated competitions. However, it does indicate that if you were the betting type, you’d be wise to put your money on ladies.

[h/t Quartz]