  A detailed investigation of finite size effects is performed for SU(2) gauge
theory with two fermions in the adjoint representation, which previous lattice
studies have shown to be inside the conformal window. The system is
investigated with different spatial and temporal boundary conditions on
lattices of various spatial and temporal extensions, for two values of the bare
fermion mass representing a {\em heavy} and {\em light} fermion regime. Our
study shows that the infinite volume limit of masses and decay constants in the
mesonic sector is reached only when the mass of the pseudoscalar particle
$M_\mathrm{PS}$ and the spatial lattice size $L$ satisfy the relation $L
M_\mathrm{PS} \ge 15$. This bound, which is at least a factor of three higher
than what observed in QCD, is a likely consequence of the different spectral
signatures of the two theories, with the scalar isosinglet ($0^{++}$ glueball)
being the lightest particle in our model. In addition to stressing the
importance of simulating large lattice sizes, our analysis emphasises the need
to understand quantitatively the {\em full} spectrum of the theory rather than
just the spectrum in the mesonic isotriplet sector. While for the lightest
fermion measuring masses from gluonic operators proves to be still challenging,
reliable results for glueball states are obtained at the largest fermion mass
and, in the mesonic sector, for both fermion masses. As a byproduct of our
investigation, we perform a finite size scaling of the pseudoscalar mass and
decay constant. The data presented in this work support the conformal behaviour
of this theory with an anomalous dimension $\gamma_* \simeq 0.37$.
