Investing in different types of stocks can affect how much money you make in the stock market. A study looked at how the size, value, and momentum of stocks in India can impact portfolio returns. They created portfolios of winning and losing stocks based on past performance, book value, and market size. By analyzing these portfolios, they found that buying stocks with large market size and selling stocks with small market size can lead to significant profits in the Indian market. This is different from what other studies have found in the past.