2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/29160We present a synthesis of all the available empirical evidence in the light of recent theoretical developments for the existence of characteristic log-periodic signatures of growing bubbles in a variety of markets including 8 unrelated crashes from 1929 to 1998 on stock markets as diverse as the US, Hong-Kong or the Russian market and on currencies. To our knowledge, no major financial crash preceded by an extended bubble has occurred in the past 2 decades without exhibiting such log-periodic signatures.25 pages, 13 figures. Replaced with version accepted in J. of Risk. Title changed, 2 new figures as well as new textCondensed Mattertext