This isn't a study, it's a review of studies. You will also see this:
>Establishing temporal priority – what come first, bullying victimisation or poor mental health – is an essential first step. Indeed, one important alternative hypothesis that must be ruled out is that early mental health symptoms account for both an increased risk for being targeted by bullying behaviours and also for later psychopathology. Findings so far have shown that over and above early signs of poor mental health prior to bullying victimisation, being bullied in childhood or in adolescence is associated with new symptoms/diagnoses of mental health problems, and especially with later symptoms of anxiety and depression (Arseneault et al., 2006; Bowes, Joinson, Wolke, & Lewis, 2015; Kim, Leventhal, Koh, Hubbard, & Boyce, 2006; Stapinski et al., 2014; Zwierzynska, Wolke, & Leraya, 2013). These studies are robust not only because they controlled for symptoms prior to being bullied but they also controlled for a range of other potential confounders, including gender, parental socioeconomic status and low IQ.
>Establishing temporal priority – what come first, bullying victimisation or poor mental health – is an essential first step. Indeed, one important alternative hypothesis that must be ruled out is that early mental health symptoms account for both an increased risk for being targeted by bullying behaviours and also for later psychopathology. Findings so far have shown that over and above early signs of poor mental health prior to bullying victimisation, being bullied in childhood or in adolescence is associated with new symptoms/diagnoses of mental health problems, and especially with later symptoms of anxiety and depression (Arseneault et al., 2006; Bowes, Joinson, Wolke, & Lewis, 2015; Kim, Leventhal, Koh, Hubbard, & Boyce, 2006; Stapinski et al., 2014; Zwierzynska, Wolke, & Leraya, 2013). These studies are robust not only because they controlled for symptoms prior to being bullied but they also controlled for a range of other potential confounders, including gender, parental socioeconomic status and low IQ.