Depending on the particular event, it can, or it might not. There is no solid answer. A single event running physics or pathfinding on a ton of objects may cause more impact than a thousand empty events.
That is why the best answer is to test it and see. If you can't benchmark/measure any significant difference, then it isn't worth worrying about.
If you want a straight answer, I'll give you an unofficial one - No, number of events or sub events does not impact speed. You're welcome to show me a specific case where it does, and I will say you're right, but most likely it is a case already covered in https://www.scirra.com/blog/83/optimisa ... -your-time.
And if you don't trust Scirra for some reason here are other articles to read. It is common advice across all platforms.
Basically it comes down to this: If you can't tell for certain yourself if it makes a difference, and you are unable to create a situation where you are able to tell it does make a difference, and end up having to ask someone else if it does or not... then the information is of absolutely no practical use.
Edit: As for what really does matter, in terms of deciding how to organize your events, is readability and how the events fit together logically (your own logic). I might be able to combine 10 events down to 1, but it will take a lot of effort and if I need to change anything later it might be a pain. It might also be harder to remember what I was going for in the first place.