There is no onexpand property that I know of on the collapsiblepanel extender.
You can attach a handler with javascript calling
add_expanded : function(handler) {
/// <summary>
/// Add an event handler for the expanded event
/// </summary>
/// <param name="handler" type="Function" mayBeNull="false">
/// Event handler
/// </param>
/// <returns />
this.get_events().addHandler('expanded', handler);
},