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The principal aim of this work is the evidence on empirical way thatcatastrophic bifurcation breakdowns or transitions, proceeded by flickeringphenomenon, are present on notoriously significant and unpredictable financialmarkets. Overall, in this work we developed various metrics associated withcatastrophic bifurcation transitions, in particular, the catastrophic slowingdown (analogous to the critical slowing down). All these things were consideredon a well-defined example of financial markets of small and middle to largecapitalization. The catastrophic bifurcation transition seems to be connectedwith the question of whether the early-warning signals are present in financialmarkets. This question continues to fascinate both the research community andthe general public. Interestingly, such early-warning signals have recentlybeen identified and explained to be a consequence of a catastrophic bifurcationtransition phenomenon observed in multiple physical systems, e.g. inecosystems, climate dynamics and in medicine (epileptic seizure and asthmaattack). In the present work we provide an analogical, positive identificationof such phenomenon by examining its several different indicators in the contextof a well-defined daily bubble; this bubble was induced by the recent worldwidefinancial crisis on typical financial markets of small and middle to largecapitalization.

Empirical symptoms of catastrophic bifurcation transitions on financial markets: A phenomenological approach