Well, you always hear that various things happen more often during a full moon (crime, suicide, etc.), so there might be something to that. (However, the "lunacy" thing is thrown around enough that it seems like it's probably an urban legend rather than actual statistics.)
It might be interesting to check out, though (you never know what you'd get). But I would also look at other variables that are linked to phases of the moon but not dependent on phases of the moon--Occam's razor and all. For example, if payday hits around the same time there's a full moon, then there's a good chance your results have nothing to do with the moon.
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