I read this several years ago, and now I’m wondering is this is common knowledge in the medical community/backed up by research?
And if so, has anyone studied the effect of secondhand nicotine exposure?
I looked this up because I’d never heard of it. Normally I’m pretty good with medical research, because I was reading that stuff for many years, but son-of-gun, this was known in the 1990’s. That says to me the /nobody/ wanted to talk about it 
(You might think that cigarette companies would like to talk about the beneficial effects of nicotine, but you’d be wrong. By the 1990’s they just wanted to stay out of the news.)
Regarding the substantive question, I don’t know if anybody studied the effect of second hand smoke on major depression. I wouldn’t have thought so. There has certainly been studies of nicotine blood levels from exposure to secondhand smoke, so it would be easy to compare exposure levels with therapeutic levels.
I’m not really surprised no one followed up on that - the tobacco companies wouldn’t want to mess with the FDA, which if they were going to claim health benefits they would need to. And the drug companies aren’t going to research something that people could easily get without a prescription.
I did find several websites listing depression as a nicotine withdrawal. This is relevant to me, because I’ve been spending time with some friends who are vaping pretty heavily. And I’ve been having worse depression the days after spending time with them, instead of having less depression.
I’m not looking forward to talking to my friend about how I have to stop spending time with them unless they’re willing to improve their vape hygiene. 
And I can’t say anything about it, but I’m worried about what this is doing to their children. My father smoked heavily when I was a kid, and I wouldn’t be surprised if that contributed something to my depression.