*2.1. Participants*

The required sample size for each country group was computed a priori by means of G\*Power software (Düsseldorf, Germany) [60]. In order to obtain a medium effect size of Cohen's *<sup>W</sup>* = 0.03 with given 95% power in a 2 × <sup>2</sup> <sup>χ</sup><sup>2</sup> contingency table, *df* = 1 (two groups in two categories each, two tailed), α = 0.05, G\*Power suggests 145 participants are required in each country group (non-centrality parameter λ = 13.05, critical χ<sup>2</sup> = 3.84, power = 0.95). Initially, the total sample consisted of 2453 respondents. However, 104 persons (4.24% of the initial total sample) declined participation (responded "No" to the informed consent). Therefore, the final total sample encompassed 2349 university students from nine countries: Colombia (*n* = 155), Czechia (*n* = 310), Germany (*n* = 270), Israel (*n* = 199), Poland (*n* = 301), Russia (*n* = 285), Slovenia (*n* = 209), Turkey (*n* = 310), and Ukraine (*n* = 310). The present number of university students in each country exceed the required sample size. This may lead to an increase in the power of 0.95 for the statistical analysis. All the respondents were eligible for the study and confirmed their student status. Additionally, respondents who decided not to reveal their gender were excluded from statistical analyses concerning gender (*n* = 6).

Colombian students (*n* = 155) were recruited from Bogota universities: Del Rosario University (*n* = 142, 92%) and El Bosque University (*n* = 13, 8%). The total sample in Czechia was comprised of students recruited from Mendel University in Brno (*n* = 310, 100%), and in Germany from the University of Bamberg (*n* = 270, 100%). The Israeli sample represented the University of Haifa (*n* = 199, 100%). The Polish sample consisted of 301 students recruited from Maria Curie-Sklodowska University (UMCS) in eastern Poland (*n* = 149, 48%) and from the University of Opole in the south of Poland (*n* = 152, 51%). Russian students were recruited from universities located in Sankt Petersburg: Peter the Great St. Petersburg Polytechnic University (*n* = 155, 54%), Higher School of Economics (HSE) University (*n* = 90, 31%), and St. Petersburg State University of Economics and Finance (*n* = 42, 15%). The total sample in Slovenia was comprised of students recruited from the University of Primorska in Koper (*n* = 209, 100%). Turkish students were from eleven Turkish universities mostly located in eastern Turkey: Bingol University, Bingöl (*n* = 148, 48%); Atatürk University, Erzurum (*n* = 110, 35%); Mu ˘gla Sıtkı Koçman University, Mu ˘gla (*n* = 35, 11%); A ˘grı ˙ Ibrahim Çeçen University, A ˘grı (*n* = 6, 2%); Fırat University, Elazı ˘g (*n* = 3, 0.8%); Kırıkkale University, Kırıkkale (*n* = 1, 0.3%); Adnan Menderes University, Aydın (*n* = 1, 0.3%); Ba¸skent University, (*n* = 3, 1%); Bo ˘gaziçi University (*n* = 1, 0.3%), Dicle University, Diyarbakır (*n* = 1, 0.3%), and Istanbul University (*n* = 1, 0.3%). Ukrainian students represented the Lviv State University of Physical Culture (*n* = 310, 100%).

Female students constituted 69% of the sample (*n* = 1627). Over half of respondents lived in rural areas and small towns (*n* = 1248; 54%). First cycle studies (Bachelor) were represented by the highest number of students (*n* = 1843; 78%) compared to the second cycle or higher (*n* = 506; 22%). The majority of participants studied in the full-time mode (*n* = 2007; 85%). The mean age of participants was 23 (*SD* = 4.66). The mean values for depression and anxiety in the total sample were 7.16 (*SD* = 5.52) and 8.85 (*SD* = 6.05), respectively. Detailed descriptive statistics for each country are presented in Table S1.

All questions included in the Google Forms questionnaire were designated as mandatory. Therefore, participants were unable to omit any response. However, hot-deck imputation was introduced to deal with a low number of missing data (*n* = 5, 0.02%) in the German sample (study conducted via SoSci Survey [61]).

#### *2.2. Study Design*

The cross-national study was conducted during the first wave of the COVID-19 pandemic (May–July 2020). The sample consisted of 2349 university students from Colombia, Czechia, Germany, Israel, Poland, Russia, Slovenia, Turkey, and Ukraine. The survey study was conducted via Google Forms in all countries except Germany. This country exploited the SoSci Survey [61]. The invitation to participate in the survey was sent to students by researchers via a variety of means, e.g., Moodle e-learning platform, student offices, email, or social media. The average time of data collection was 23.26 min (*SD* = 44.03). No form of compensation was offered as an incentive to participate in eight countries. In Germany, students were offered a possibility to enter into a lottery for a €20 Amazon gift card as an incentive to participate. In Israel, the participants were eligible to win NIS 300 gift cards. To minimize bias sources, the student sample was highly diversified as regards its key characteristics: the type of university, field of study and the cycle of study. Sampling was purposive. The selection criterion was university student status.

Ethics Statement: The study protocol was approved by the ethics committee of the University Research Committee at the University of Opole, Poland, decision no. 1/2020. The study followed the ethical requirements of the anonymity and voluntariness of participation. Each person answered the informed consent question. Following the Helsinki Declaration, a written informed consent was obtained from each student before inclusion.
