diff --git a/trading_calendars/trading_calendar.py b/trading_calendars/trading_calendar.py
index 0ed04a01..28fdf367 100644
--- a/trading_calendars/trading_calendar.py
+++ b/trading_calendars/trading_calendar.py
@@ -980,7 +980,7 @@ def _special_dates(self, calendars, ad_hoc_dates, start_date, end_date):
         merged = regular + ad_hoc
         if not merged:
             # Concat barfs if the input has length 0.
-            return pd.Series([], dtype="object")
+            return pd.Series([], dtype="datetime64[ns, UTC]")
 
         result = pd.concat(merged).sort_index()
         return result.loc[(result >= start_date) & (result <= end_date)]