It starts when people try something different—Pepsi instead of Coca-Cola , a blue tie instead of the old red one—and find that something good happens.

Soon, without realizing it, someone who wouldn't think twice about, say, walking under a ladder or traveling on Friday the 13th begins to associate their new behavior with good luck—and starts reaching for the Pepsi again and again.

Such "conditioned superstitions" can develop when people believe there is something they can do to control a situation, despite there being no rational reason to think so, says Gita Johar, a professor of business at Columbia University who recently co-wrote a paper on the phenomenon. Recent research shows that superstitions that increase the illusion of control can help people find meaning and psychological comfort—and in some cases, even boost performance.

People who have both a high need for control and a sense of helplessness in a given situation—such as the straight-A perfectionist who didn't have time to study for an exam—are the most likely to succumb to conditioned superstition, researchers say.

And while such superstitions can be broken, says Dr. Johar, it often takes a lot of negative evidence before people are willing to part with their lucky rituals. That's because they "provide some sort of a hedge against uncertainty," says Eric Hamerman, an assistant professor of marketing at Tulane University's Freeman School of Business who, with Dr. Johar, co-wrote the study, published in October in the Journal of Consumer Research.