We discuss the implications of finite size effects on the determination of
the order of a phase transition which may occur in infinite systems. We
introduce a specific model to which we apply different tests. They are aimed to
characterise the smoothed transition observed in a finite system. We show that
the microcanonical ensemble may be a useful framework for the determination of
the nature of such transitions.Comment: LateX, 5 pages, 5 figures; Fig. 1 change