[jQuery] Event names with periods

Is there something special about events whose names contain periods?
This works:
$("p").click(function(e){
    $.event.trigger('myCustomEvent');
});
$("p").bind('myCustomEvent', function(e) {
    alert("test");
});
But this doesn't:
$("p").click(function(e){
    $.event.trigger('my.CustomEvent');
});
$("p").bind('my.CustomEvent', function(e) {
    alert("test");
});