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Other pooled events
n=162as of 2026-07-09
Lower-frequency events pooled together for observation.
| Window | Benchmark | n | Mean abnormal return | Median | q value | Significant |
|---|---|---|---|---|---|---|
| 20 trading days after | BHAR | 55 | +6.86% | +2.51% | 0.076 | Yes |
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.
Frequently asked questions
How do Taiwan share prices behave after one of these pooled events occurs?
Across n=162 historical events measured by this site's event study engine, mean abnormal return +6.86% over the 20 trading days after the event (BHAR benchmark). Both CAR and BHAR benchmarks are presented, flagged where they disagree. This is not investment advice.
How large is the sample when one of these pooled events occurs?
162 events, as of 2026-07-09, of which 2 statistical cells clear the significance threshold.
Other event categories
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)