The flipped learning approach over the years has gained importance, especially in higher educational establishments that primarily focus on more personalized learning for the students. In this context, the current study evaluates a flipped learning approach which was implemented by a higher education institution from the Middle East region as a pilot project and analyses the impact of the flipped approach on the student performance from the educators’ perspective. The study focuses on different aspects like the impact of the flipped approach on student performance in a different type of assessments, the impact of the flipped approach on academic performance, learning and development, and academic support activities. Also, this article analyses whether flipped learning reduces the plagiarism cases, impact on student attendance, student participation in extracurricular activities, impact on student’s knowledge, influence on student collaboration, effect on improvement in the ability to solve problems and impact of this approach on helping students to take the responsibility of their learning and become self-learners. This study empirically identified the learning outcomes from a flipped class and provides recommendations for the educators and higher education institutions for successful implementation of the flipped learning approach.

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This article empirically examines the impact of stock splits on the price movements and returns of the scrips listed on the stock market in India. The study makes use of the standard event study methodology to measure the significance of unusual yield associated with the event. To calculate the returns, the study employs market model. Also, it uses parametric tests, such as t-statistic, and non-parametric test, such as Corrado Rank Test, Generalized Rank Test and Sign Test, to check the significance and robustness of abnormal return (AR), average AR, and cumulative average AR. Indisputably, the results are somewhat different from the evidences found in developed markets. Mostly in these countries, the event witnesses unusual optimistic yields. The results suggest that there is a positive AR adjacent to the effective day (ED) of the event in the short run. However, in the long run, negative ARs in the post-effective to ED+90 days window is witnessed. Further, the analysis also suggests that share splits do not have a positive influence on the share capital of the investors. The results are based on the 10-days event and 90-days estimation window and are the main limitation of the study. Hence, the windows can be both expanded and reduced to have a better holistic impact analysis of the share splits and stock returns of the selected firms.