Taiwan Event-Study Stats — 20+ event types, historical base rate
After a type of event, how did prices historically move on average? The event-study card computes historical abnormal-return base rates for 20+ event types, with CAR / BHAR dual benchmarks, sample sizes and intervals.
What events are covered
Institutional streaks, insider filings, block trades, pledge changes, dividend policy, buybacks, revenue surprises — 20+ types, each with average abnormal return and hit rate across holding windows.
What we deliberately do not do
We do not rank event types by hit rate or tell you which ones 'work better'. Event samples cluster in particular years and sectors; ranking them repackages sample bias as insight.
We also do not simplify down to a single benchmark: CAR and BHAR are always shown together, because with only one of them on screen a reader will almost always keep the more flattering answer.