It began in the United States on October 24, 1929, otherwise known as “Black Thursday," when panicked investors sold a record 13 million shares. Over the next four trading days, the Dow Jones Industrial Average, a popular proxy for the U.S. stock market, fell nearly 25%. It continued to decline for the next three years, losing nearly 90% between October 1929 and July 1932. - https://www.thebalancemoney.com/the-great-depression-of-1929-3306033
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The great depression was created when an economic correction met socialist intervention. It won't happen again unless the socialist remain in power