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What event triggered the Great Depression?

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It was triggered in large part by a sudden crash of the American stock market on October 29, a day widely known as Black Tuesday. 
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User Pdenlinger
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The Great Depression was a worldwide economic downturn that began in the fall of 1929 and did not end in many places until the Second World War. It was triggered in large part by a sudden crash of the American stock market on October 29, a day widely known as Black Tuesday.

It is also thought that the Great Depression was triggered by the First World War.

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