In the economic and financial research methods, experimental methods are emerging as a method with a high degree of relevance, especially in the context of the research direction that is attracting much attention now. financial behavior, empirical methods show its advantages. The article analyzes the pros and cons of empirical methods in behavioral finance. The analysis is also placed in the practical context of Asian countries, including Vietnam, provided that the level of economic development is not high, to assess the applicability of this method in practice.