I too find most of the studies I've come across to be lacking, but there are so many styles of martial arts, so many styles of training within each style (from modern sports oriented to more traditional, from hard/defense goals to feel good self esteem goals to babysitting with uniforms), and so many age groups (kids to senior adults) that a valid study across all styles and types would be a huge study in numbers and duration.
What I find similar in most studies I've read so far is the same validation you find for physcial activity in general. Regular physical exercise shows a reduction in stress, an increase in feelings of well-being, and general improvements in health....mileage and results may vary
While I would love to find a well controlled study that can support causality as well as correlate one activity to specific results......I'm equally as interested in the anecdotal response of our forum members. Not scientific...but interesting and worth reviewing!
Personally, my recent work situation has severely limited my training time of late (when it comes to a choice between sleeping or training...being impossible to live with or not....), and I've noticed a significant negative impact on my mood and behaviour. I can't say lack of training is the cause for this change (as time and work issue certainly play thier part), but I do know that when I have some time or forego some sleep to train a bit...there is a HUGE positive impact on my stress and mood. It's an interesting effect, and I was curious how others might experience the same.
If I find anything significant, I will certainly post here!