There have been many studies into this area. For example, in 2008, Driessen and his team found that 30% of drug addicts and 15% of alcoholics suffered from post-traumatic stress disorder. This shows a clear link between the two, suggesting that those exposed to severe stress are more vulnerable to addictions.
However, Hajek et al suggested that this is not the case. They found that addictions, for example, smoking does not decrease stress and sometimes even increases levels of stress. Therefore, this contradicts that stress is a cause of addictions, yet they did note that the act of having another cigarette once someone is already addicted will reduce the stress induced by the addiciton itself.
Another study against the argument that stress leads to addiction was conducted by Cloniger. He stated that there is two types of alcoholics, type 1s who drink to reduce tension, and type 2s who drink to relieve boredom. Therefore, stress only explains the vulnerability of type 1s to becoming addictions. Since this shows that the explanation that stress causes addiciton does not apply to everyone, it reduces the validity of the explanation.