Stress can definitely cause your hair to thin among so many other physical symptoms. I was diagnosed with alopecia (spelling?), i had a bald spot the size of a half dollar and a lot of thinning that I am convinced was actually caused by stress.
I would try not to dye or use any harsh chemicals on your hair for awhile and should you continue to have problems or if it becomes worse, see your doctor just to be sure. They will end up taking some blood to do some lab tests just to make sure.