A loss of confidence in the American Stock Market in September and October 1929 could be said to be the cause of the great depression, although the deflationary pressures of returning to the gold standard and a bursting debt bubble could be said to be the underlying causes which shook peoples confidence in the Stock Market’s future.
The first paragraph is usually a summary of what you are going to tell them in your essay, probably contrasting how the different conflicting economic schools of thought view the matter and how scholars are divided. I generally finish the conclusion and the introduction last, having fleshed out paragraphs covering the points I want to raise and then refer to them at the beginning as a taster and the end as a reminder hopefully with some sort of conclusion.
When churning out an essay to fulfil an academic quota, I use relevant Wikipedia entry’s references and sources (Unless you have a very liberal assessor don’t actually use Wikipedia as an academic source) to find my initial sources for researching an essay, the below article has some interesting sources.
If you want a grabber you could always argue from a pro Marxist position that the Great Depression was inevitable as the US embraced corrupt Capitalism http://en.wikipedia.org/wiki/Marxism#Cri… this is certain to ignite the passions of some American readers!
Less controversially you might argue liquidationists merely fiddled, like Nero, while the World economy burned and their negligence, like idle firefighters refusing to put a fire out, caused a small problem to become a massive problem.