Why do I start coughing after laughing too much or exercising too much?

You could have what's called "exercise-induced asthma," I have those exact same symptoms and that is what my doctor diagnosed me with. Basically, the immune response your lungs is really active, so it will respond to a smaller amount of irritation than most people (i.e., breathing drier, colder air faster when you are laughing or exercising). You can get an inhaler if it gets too bad, but otherwise it's not something to be worried about unless you have other symptoms.
 
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