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Event study statistics

Base rates for common Taiwan stock filing events: for each category, the mean abnormal return over several holding windows after the event historically occurred. CAR and BHAR benchmarks are shown side by side, and flagged when they disagree. Every number comes from this site's event study engine, not hand-picked.

27 event categoriesas of 2026-07-09

中文版 (Chinese)

Which filings move prices, and for how long

As of 2026-07-09. Each cell is the mean abnormal return for that category over that holding window, tagged with the benchmark it came from (BHAR is shown where both exist; categories whose benchmarks disagree are flagged in the cards below). Cells in bold with a dagger clear the multiple-testing correction; those that do not are still printed without a mark — a null result is a result, and hiding it would be selective disclosure. A dash means no statistic was produced. Rows are ordered by event count, not by effect size — this is not a ranking.

Event categoryEventsEvent dayAfter 5dAfter 20dAfter 60d
Earnings call held36,498+0.12%BHAR+0.27%BHAR+0.77%†BHAR+2.57%†BHAR
Share buyback announced3,974+2.71%†BHAR+4.15%†BHAR+6.37%†BHAR+9.08%†BHAR
Share buyback completed3,943-0.51%†BHAR-0.63%†BHAR+0.68%†BHAR+2.70%†BHAR
Shareholder meeting filings1,987+0.34%†BHAR+1.63%†BHAR
Non-routine material information1,391+0.56%†BHAR+1.79%†BHAR+5.40%†BHAR
Dividend policy announced916+0.52%†BHAR+2.28%†BHAR+5.01%†BHAR
Trading restriction lifted896-0.80%†CAR-0.74%†CAR+2.75%†BHAR+5.56%†BHAR
Senior management change884+0.32%†BHAR+1.62%†BHAR+4.11%†BHAR
Other material information765+0.35%†BHAR+1.57%†BHAR+5.90%†BHAR
Corporate governance filings764+0.40%†BHAR+1.82%†BHAR+3.39%†BHAR
Investor conference announced501+0.94%†BHAR+2.38%†BHAR
Market surveillance notice282-2.57%†CAR
Board resolution214+4.10%†BHAR+8.54%†BHAR
Asset acquisition186+0.66%†BHAR+1.95%†BHAR+6.24%†BHAR
Other pooled events162+6.86%†BHAR
Capital increase147+4.16%†BHAR+9.47%†BHAR
Other material matters145+0.55%†CAR
Asset disposal114+8.13%†BHAR
Endorsement and guarantee113+2.43%†BHAR
Merger and acquisition94+6.58%†BHAR
Clarification statement91+0.99%†BHAR
Buyback-related material information73+1.31%†BHAR+4.25%†BHAR

Dagger: clears the BH-FDR multiple-testing correction (q < 0.1)

All 27 event categories

Earnings call held

n=36,498 · 7 significant cells
Across n=36,498 historical events, the mean abnormal return over the 60 trading days after the event was +2.57% (BHAR benchmark, n=28,020)
The day a listed company holds its investor conference call.

Share buyback announced

n=3,974 · 20 significant cells
Across n=3,974 historical events, the mean abnormal return over the 60 trading days after the event was +9.08% (BHAR benchmark, n=2,585)
The day the board resolves to repurchase the company's own shares.

Share buyback completed

n=3,943 · 23 significant cells
Across n=3,943 historical events, the mean abnormal return over the 60 trading days after the event was -3.11% (CAR benchmark, n=2,881)
CAR and BHAR benchmarks disagree; open the detail page to see both side by side.
The day a company files that its buyback programme has finished executing.

Shareholder meeting filings

n=1,987 · 3 significant cells
Across n=1,987 historical events, the mean abnormal return over the 20 trading days after the event was +1.63% (BHAR benchmark, n=910)
Material filings around the convening and agenda of a shareholder meeting.

Non-routine material information

n=1,391 · 6 significant cells
Across n=1,391 historical events, the mean abnormal return over the 20 trading days after the event was +5.40% (BHAR benchmark, n=614)
Material information filings left after routine periodic filings are excluded.

Dividend policy announced

n=916 · 9 significant cells
Across n=916 historical events, the mean abnormal return over the 20 trading days after the event was +5.01% (BHAR benchmark, n=349)
Dividend distribution resolutions and ex-dividend related filings.

Trading restriction lifted

n=896 · 9 significant cells
Across n=896 historical events, the mean abnormal return over the 60 trading days after the event was +5.56% (BHAR benchmark, n=665)
The day an exchange-imposed trading restriction expires and normal trading resumes.

Senior management change

n=884 · 5 significant cells
Across n=884 historical events, the mean abnormal return over the 20 trading days after the event was +4.11% (BHAR benchmark, n=340)
Filings on changes of president, CFO and other senior officers.

Other material information

n=765 · 6 significant cells
Across n=765 historical events, the mean abnormal return over the 20 trading days after the event was +5.90% (BHAR benchmark, n=324)
Material information filings not assigned to a specific category.

Corporate governance filings

n=764 · 4 significant cells
Across n=764 historical events, the mean abnormal return over the 20 trading days after the event was +3.39% (BHAR benchmark, n=313)
Filings on directors, supervisors and governance structure.

Investor conference announced

n=501 · 11 significant cells
Across n=501 historical events, the mean abnormal return over the 5 trading days after the event was +2.38% (BHAR benchmark, n=377)
Filings announcing a hosted or invited investor conference.

Market surveillance notice

n=282 · 4 significant cells
Across n=282 historical events, the mean abnormal return over the 5 trading days after the event was -2.57% (CAR benchmark, n=251)
Surveillance notices such as attention-trading disclosures.

Debt issuance announced

n=215 · 0 significant cells
Sample still accumulating; statistics withheld.
Filings on issuing corporate bonds and other debt funding instruments.

Board resolution

n=214 · 7 significant cells
Across n=214 historical events, the mean abnormal return over the 20 trading days after the event was +8.54% (BHAR benchmark, n=79)
Filings on material resolutions passed by the board of directors.

Asset acquisition

n=186 · 4 significant cells
Across n=186 historical events, the mean abnormal return over the 20 trading days after the event was +6.24% (BHAR benchmark, n=77)
Filings on acquiring real estate, equipment or securities.

Other pooled events

n=162 · 2 significant cells
Across n=162 historical events, the mean abnormal return over the 20 trading days after the event was +6.86% (BHAR benchmark, n=55)
Lower-frequency events pooled together for observation.

Capital increase

n=147 · 4 significant cells
Across n=147 historical events, the mean abnormal return over the 20 trading days after the event was +9.47% (BHAR benchmark, n=54)
Filings on cash capital increases and stock dividends from retained earnings.

Other material matters

n=145 · 3 significant cells
Across n=145 historical events, the mean abnormal return on the event day was +0.55% (CAR benchmark, n=145)
Material matters filed under other categories.

Insider share pledge change

n=140 · 0 significant cells
Sample still accumulating; statistics withheld.
A change in the pledged-share ratio of directors and supervisors (sample still accumulating).

Asset disposal

n=114 · 2 significant cells
Across n=114 historical events, the mean abnormal return over the 20 trading days after the event was +8.13% (BHAR benchmark, n=53)
Filings on disposing of real estate, equipment or securities.

Endorsement and guarantee

n=113 · 1 significant cells
Across n=113 historical events, the mean abnormal return over the 5 trading days after the event was +2.43% (BHAR benchmark, n=83)
Filings on endorsing or guaranteeing obligations of another company.

Capital reduction

n=108 · 0 significant cells
Sample still accumulating; statistics withheld.
Filings on cash capital reductions and reductions to offset losses.

Insider share pledge released

n=103 · 0 significant cells
Sample still accumulating; statistics withheld.
Directors and supervisors releasing pledged shares (sample still accumulating).

Merger and acquisition

n=94 · 1 significant cells
Across n=94 historical events, the mean abnormal return over the 20 trading days after the event was +6.58% (BHAR benchmark, n=46)
Filings on mergers, acquisitions and share swaps.

Clarification statement

n=91 · 1 significant cells
Across n=91 historical events, the mean abnormal return on the event day was +0.99% (BHAR benchmark, n=75)
Filings clarifying media reports or market rumours.

Buyback-related material information

n=73 · 2 significant cells
Across n=73 historical events, the mean abnormal return over the 5 trading days after the event was +4.25% (BHAR benchmark, n=50)
Buyback-related filings published as material information.

Earnings call scheduled

n=28 · 0 significant cells
Sample still accumulating; statistics withheld.
The day an earnings call date is announced (sample still accumulating).

How these numbers are computed

01

Day 0 is the public-availability date, and entry is the day after

Every event is timestamped to the day the filing could actually be looked up on the official public source, not the day the company resolved on it internally. Entry is then set to the following trading day: assuming a fill during the session the news broke is not realistic for most readers, and returns computed on it are returns nobody could have taken.

02

Two benchmarks are computed independently, with no cherry-picking

CAR is estimated with a market model and calibrated by a placebo test — event dates are kept, but the tickers are drawn at random from the same day, to see whether the engine manufactures returns from nothing. BHAR is measured against control stocks matched on size and liquidity. Neither path consults the other, and where they disagree both are printed.

03

Every cell carries a multiple-testing correction

Look at several hundred cells at once and chance alone will surface a batch of significant ones. BH-FDR is applied across all of them to control the false discovery rate. Cells that clear it are bolded and daggered; the rest still print their figure.

04

Too little sample means no output, not a zero

Where the history is too thin, the engine emits no window at all and the category simply has no row here. A blank means no reliable figure exists, not that the effect is zero — those are very different statements and they do not share a symbol on this site.

Four terms to read this page

Abnormal return
What is left of a stock's return after subtracting the return it should have had anyway over the same period. In plain terms: if the market rose 3% and it rose 5%, the meaningful part is the extra 2%, not the 5%.
CAR
Daily abnormal returns after the event, added up day by day. In plain terms: it asks how much was gained or lost along the way, which is what you want for the shape and speed of a reaction.
BHAR
Buy at the start of the window, hold to the end, and compare against control stocks matched on similar characteristics. In plain terms: it asks what the difference actually was if you sat through it, which is closer to the experience of holding.
Base rate
The distribution of outcomes after past occurrences of the same kind of event. In plain terms: not a prediction of the next one, but where your starting point belongs when you have nothing else.

Frequently asked questions

Can I trade off this table?

No — we publish no signals and no recommendations. These are historical base rates: how prices moved on average after past events of each kind. An average is not a forecast. The individual events behind any one cell are widely dispersed in both directions, and when an event happens you do not get to know in advance which one you drew. Treat a base rate as where understanding starts, not as a reason to enter.

Why does each cell show only one benchmark?

The cell is tagged with whether the figure came from CAR or BHAR. Where both exist we show BHAR here, because it covers the widest set of windows. To see the two side by side, open the category's detail page, where every window lists CAR and BHAR row by row. Categories whose benchmarks disagree are flagged in the cards below, so you are never shown only the flattering one.

Why print figures that are not significant?

Because withholding them turns into selective disclosure. If only significant cells were printed, every blank would read as 'not tested' rather than 'tested and failed', which is an illusion built out of layout. So everything is printed, cells that clear the correction are marked, and the rest stand as they are. A row that is null throughout is itself the most useful thing to know about that kind of filing.

Why are some categories missing from the table entirely?

Five categories have too little history for the engine to produce any window at all, so they would be a full row of dashes. They remain in the cards below, labelled as still accumulating sample. Existing with insufficient data is not the same as not existing, and we do not quietly drop them from the page.

Is the multiple-testing correction really necessary?

At this scale, yes. The scan covers dozens of categories times four windows times two benchmarks — several hundred cells. On chance alone, that many tests will throw off a batch with p below 0.05. The BH-FDR correction controls exactly that: how many of the results called significant are false positives. An event-study table with no correction looks far better and is far less trustworthy.

Method: the filing's public-availability date is day 0, with a conservative entry on the following trading day. CAR (cumulative abnormal return) is estimated with a market model and calibrated by a placebo test that keeps the event dates but draws random same-day tickers. BHAR (buy-and-hold abnormal return) is measured against size- and liquidity-matched control stocks. All tests carry a multiple-testing correction (BH-FDR). Where the two benchmarks disagree, both are shown as they are — we do not pick the flattering one.
The above is a statistical view of historical events (base rates). It is not investment advice and not a trading signal; a historical distribution does not guarantee the future repeats it. Source: This site's event study engine (computed in-house from official public-source event data; editorial copyright)