  We 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.
