问题
单项选择题
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. The size effect.
B. Stock splits.
C. The neglected firm effect.
答案
参考答案：A
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.