Is there a special association between the EventArgs class and the event keyword?

Question

In all the .NET book I've read the guide line for implementing events explains that you need to subclass EventArgs and use EventHandler. I looked up more info on http://msdn.microsoft.com/en-us/library/ms229011.aspx, and it says "Do use System.EventHandler instead of manually creating new delegates to be used as event handlers." I understand that there are important reasons to use EventArgs, but my question is not "Should I do it this way?", but "Can I do it this way?".

Is there any reason that I can't use a generic delegate instead of an EventHandler with my events? For example, if I want a strongly-typed sender (anyone else get annoyed by that object sender?) .

To explain what I mean better, is there any reason the following won't work?

public class IoC
{
    public AbstractFactory GetAbstractFactory()
    {
        var factory = new AbstractFactory();
        factory.CreateObject += ()=>new object();
        return factory;
    }
}
public class AbstractFactory
{
    public event Func<object> CreateObject;

    private object OnObjectCreated()
    {
        if(CreateObject == null)
        {
            throw new Exception("Not injected.");
        }
        return CreateObject();
    }


    private object _injectedObject;
    public object InjectedObject
    {
        get
        {
            if(_injectedObject == null)
            {
                _injectedObject = OnObjectCreated();
            }
            return _injectedObject;
        }
    }
}