  Log-periodic oscillations have been used to predict price trends and crashes
on financial markets. So far two types of log-periodic oscillations have been
associated with the real markets. The first type are oscillations which
accompany a rising market and which ends in a crash. The second type
oscillations, called "anti-bubbles" appear after a crash, when the prices
decreases. Here, we propose the third type of log-periodic oscillations, where
a exogenous crash initializes a log-periodic behavior of market, and the market
is growing up. Such behavior has been identified on Polish stock market index
between the "Russian crisis" (August 1998) and the "New Economy crash" in April
2000.
