Emotional Sex Differences:

>Although there are a few exceptions, the majority of studies reveal that women express emotions more frequently and intensely (e.g., wider smile) than men (Buck, Savin, Miller & Caul, 1972; J.J. Gross & John, 1998; Kring & Gordon, 1998; Vigil, in press), although women's and men's expressiveness is moderated by social context (Buck, Miller, & Caul, 1974; M.L. Hoffman, 1977). Gross and John identified five affective facets or subdomains that are common across measures of emotions and feelings: expressive confidence (the ability to act out emotions without feeling them), positive expressivity (the expression of positive emotions), negative expressivity, impulse intensity (intensity of feelings and difficulty controlling their expression), and masking (suppression of feelings). There were no sex differences in expressive confidence, but about 3 out of 4 women reported more positive expressivity than the average man, and 2 out of 3 reported more negative expressivity than the average man.
...
Wether women or men have more intense feelings - that is, unobservable personal experience of an emotion - is not clear. The phenomenon is obviously more difficult to study than observable emotions, but it has nonetheless been assessed using self-report, physiological reactivity, and brain imaging methods. Women typically report more intense feelings than men (Buck, Miller, & Caul, 1974; M. Grossman & Wood, 1993). Using diary methods, Barrett, Robin, Pietromonace, and Eysell (1998) found that women and men reported a similar range of emotions during day-to-day social interactions, but women rated the intensity of their accompanying feelings higher than did men. In their analysis of multiple emotions and feelings scales, Gross and John (1998) found that 6 out of 7 women reported more intense emotional impulses - difficulty in inhibiting the expression of feelings - than did the average man, whereas 2 out of 3 men reported more masking than did the average woman.

The physiological and brain imaging studies reveal a much more nuanced picture. Sometimes women show more intense physiological reactivity (e.g., sweating) than men to affect-eliciting situations (e.g., viewing an injury), consistent with their reports of more intense feelings, but sometimes they do not (Eisenberg & Lennon, 1983; Gard & Kring, 2007; Wager, Plan, Liberzon, & S.F. Taylor, 2003). Buck et al. (1974) found disconnections between expressed emotions, reported intensity of accompanying feelings, and physiological indicators of affective reactivity. In situations designed to elicit a range of affective reactions, more women than men expressed emotions, reported intense reactions, but showed little physiological indication of reactivity. In support of Grossand John's (1998) finding that men report more masking, Buck et al. found more men than women inhibited emotional expressions, reported less intense feelings, but at the same time showed stronger physiological reactivity to the situation.
...
In a meta-analysis of brain imaging studies in this area, Wager et al. (2003) found no evidence for more overall brain activation in women than in men during the processing of affective information (e.g., car accident), but there were sex differences in the pattern of activation. The brain activity of men suggested that they focus more on the "sensory aspects of emotional stimuli and tend to process them in terms of implications for required actions, whereas women direct more attention to the feeling state engendered by the emotional stimuli". If Wager et al. are correct, many women experience feelings in a more personally intense way than men.

Men's masking of their feelings is consistent with both socialization and the dynamics of male-male competition. ...  The disconnection between emotions and feelings in many women is intriguing and suggests some women are using emotional expressions strategically. These women are not experiencing the corresponding feelings but are expressing the emotion for social effect.
...<

Male, Female - The Evolution of Human Sex Differences
David C. Geary; 2010