Yes, there are studies about dementia and depression. You can search at the college library on psychology's books or ask the librarian which journals to read about the subjects. Both subjects are well know by psychiatrists in mental institutions. If your friends or love ones have some mental condition, and you are concern. You need to call their Doctor for referral. Dementia is confution and anger to themselves because they are confuse. They have every reason to feel depress. It is all connect because one condition create the other condition. Good luck with your search.