Conventional wisdom is that there are more suicides during the holidays than at other times.
I'd like to explore two questions. First, is this true? Second, as I am sure that the average person is not studying Medline for articles on suicide, why do most people think it true?
In answer to the first question, it is not true. There is a well known reduction in the suicide rate on major public holidays (including non-religious). Many studies in different Western countries have found the drop is even more pronounced during the Christmas to New Year's stretch.
If one looks a bit more closely, we find that certain methods of suicide show no seasonality (guns, cutting, crashing a car) while others do have a clear seasonality (hanging, drowning, jumping.) Because these are completed suicides, there are enough of the latter to allow for a generalization that suicide decreases overall.
Men's suicide rates jump significantly after New Year's (oddly, the studies usually describe this as the suicide rate "recovering"), as might be expected if you believe that people get depressed over the holidays but postpone their attempt until after their holiday obligations are completed. But women's suicide rates don't jump up.
What about deliberate self-harm that does not result in death, e.g. self-cutting? There is a huge drop off during the holidays, 30-40%. Looking only at those under 25, the drop is even bigger, 60%. But there is a catch: people with partner relationship problems had a huge spike on New Year's Day; those who were drinking on that day had an even bigger spike on the day.
This is in contrast to the increase in all other kinds of death from Christmas to New Year's, e.g. cardiac, etc. It's not the climate-the effect disappears after New Year's when the weather is nearly the same; it isn't the food or the drinking, necessarily-mortality doesn't increase on Thanksgiving. Homicides are also up.
Which brings us to the second question, why does conventional wisdom say it is higher during the holidays when it is actually the opposite? "People get depressed over the holidays" makes perfect sense, except that if you take a step back, it shouldn't make any sense at all-why would people get more depressed during a holiday? Think about this for a second-we apply a cultural bias that festive occasions would cause unhappiness, not happiness. We do this because of a cultural problem: unrealistic expectations. Typical images promise beautiful, loving, perfectly dressed, perfectly groomed family and friends, snow, extravagantly furnished homes, etc, etc. On some level we think our lives fall short of that. You may deny this-"I don't really expect Christmas to be like a Macy's commercial!" yet how many among us wake up 12/26 and say, "that was the best Christmas ever?"
But it seems fairly evident that the best way to beat the holiday blues and to live life in general, is to appreciate what you have and accept that it's not less than what it should be, it is likely more.