Stock splits are common corporate actions that can influence investor perceptions, trading behaviour and overall market dynamics. While much of the existing literature has focused on the immediate effects of a single split announcement, the effects of repeated stock split actions over time remain underexplored. BY analysing the sample of 50 splits announced by 25 NSE listed companied over the period of 2011 to 2022, we investigate the cumulative effects of such announcements on stock prices and liquidity measures. We also investigate the short term impact of repeated splits on market prices and volume of trading of stock using different windows. This is a quantitative research and purposive sampling method used. The source of data used in this research is secondary data collected from NSE, CMIE Prowess database, Moneycontrol.com and Yahoo finance. The Single factor Market Model, Event study methodology and Paired sample t-test used for analysis with the help of SPSS and MS Excel. An Event window of 61 (t-30 to t+30) days and Estimation window period of 252 days prior to repeated stock split announcements used to analyse impact on returns and liquidity changes. Our findings suggest that repeated stock splits tend to generate positive abnormal returns and find evidence of enhanced market liquidity in the days surrounding announcement, particularly in terms of trading volume. These results offer new insights into how repeated corporate actions influence investor sentiments and market efficiency, highlighting both the short term benefits and long term market consequences of stock split strategies. The study contributes to the broader literature on corporate finance by providing a comprehensive analysis of stock splits recurrent effects on market behaviour