This Time article asserts it does. Below is an excerpt:
… In the digital age we’re likely to turn to search engines just as often as we would confide in friends and medical professionals to gauge our psychological state. If we think we’re suffering from a real bout of the blues or a mental crisis, we’re likely to Google the symptoms or find a chat group in the hopes of performing a self-diagnosis. In fact, online searches for “depression” are among the most popular searches sending traffic to the 5,900 sites that we track in the Hitwise Health and Medical category –” but the peak is not in January. According to our Internet behavior, our depression spikes reliably in mid-November every year, right in time for Thanksgiving, the launch of the holiday season.
To confirm this timing I took a look from a different perspective. If we’re depressed, we’re probably also seeking pharmacological help. By aggregating the traffic to the websites of the top antidepressants and charting visits to those sites over the last three years, a very interesting pattern emerges. The spike in traffic to the official websites for drugs like Lexapro, Prozac, Paxil and Cymbalta occurs in late October and early November, two weeks ahead of the height in searches on “depression.” It’s almost as if people anticipate their holiday depression and start shopping early for their drug of choice. …