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Context: Cyberbullying is considered a public health problem with serious consequences on adolescents’ health and well-being. Objective: To analyze the relationships between emotional symptoms and risk behaviors with cyberbullying and understand the role of these factors as predictors of well-being. Design: This is a cross-sectional study based on the 2014 Health Behaviour in School-Aged Children of the World Health Organization (HBSC/WHO) study. Results: More girls reported being involved in cyberbullying as cybervictims, whereas more boys reported being involved in cyberbullying as cyberbullies and cyberbully victims. Girls reported more emotional symptoms, especially fear and sadness; boys reported more risk behaviors, specifically drug use and involvement in fights, but a higher well-being when compared to girls. Cyberbullies and cyberbully victims reported higher alcohol consumption than cybervictims; cyberbullies also reported higher drugs consumption compared to cybervictims and cyberbully victims. Well-being was predicted by emotional symptoms and age, independently of gender; for girls, involvement in fights also predicted well-being. Conclusions: If boys and girls, as well as cybervictims, cyberbullies, and cyberbully victims, present different levels of well-being, emotional symptoms, and risk behaviors vary in function of cyberbullying, it is crucial to develop individual interventions focused on the specific needs of each group.