The researchers measured stressors and reaction to stressors of teenagers based on diary entries (which is, indeed, a well-respected research strategy).
Teenage girls encounter more "stressors" in life, especially in their interpersonal relationships, than boys -- and they react more strongly to those pressures, accounting in part for their higher levels of depression.
Could the observed gender differences be, at least in part, a result of girls being more "open" in their diaries than boys? Intuitively, it seems that a teenage girl and teenage boy writing in their diaries about the same event may very well describe it differently. Heck, it even seems (intuitively, again) that one thing girls are likely to do in response to a stressor more than boys is...writing in a diary. For now, the original article isn't yet available online through the web site of Child Development, the journal in which it's published.
(S)tudents said what made (the stressful event) so bad, and what they did in response.
First posted at Psyche Killer qu'est que c'est on 2/11/07