Respectfully, there is quite a lot of evidence and I was not referencing any specific study. I found these quite easily:
Gender Differences in Emotional Response: Inconsistency between Experience and Expressivity
Exploring differences in how men and women respond to threats to positive face on social media
Tend and Befriend vs Fight or Flight
Gender Differences in Autonomic Nervous System Reactivity to Stress
Biobehavioral Responses to Stress in Females: Tend-and-Befriend, not Fight-or-Flight
Additionally, and it's a bit fringe, but some authors suggest that beer was originally mandated to be brewed with hops and only hops via the Bavarian beer purity law of 1516 due to the observed effect of phytoestrogen-containing hops on hopyard workers.
edited
here are some studies/articles looking at testosterone specifically:
Testosterone in Healthy Men Increases Their Brains’ Response to Threat
Testosterone response to competition in males is unrelated to opponent familiarity or threat appraisal
Male aggression: testosterone increases brain's threat response