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Academic achievement, depressive symptoms and learning difficulty have become globally important issues closely related to adolescents. However, there is currently limited understanding of the nature and direction of the relationship between these variables, particularly in the context of Chinese education. Based on two-wave longitudinal survey data, this study examines the relationship between depressive symptoms, learning difficulty, and academic achievement in a sample of Chinese middle school students. Cross-lagged results show that depressive symptoms significantly negatively predict academic achievement, and there is a significant bidirectional negative relationship between learning difficulty and academic achievement. The findings highlight the importance of low depressive symptoms and learning difficulty in predicting high academic achievement and provide empirical support for practical educational and psychological interventions.