单选题 Many academics claim that a particular anomaly's results reflect the inability of the asset pricing model to provide a complete measure of risk. Which of the following anomalies are the academics discussing?

A、

A. The size effect.
B、

B. Stock splits.
C、

C. The neglected firm effect.

【正确答案】 A

【答案解析】Many academics believe that the size effect is an anomaly due to the capital asset pricing model's (CAPM) inability to provide a complete measure of risk.