Is covariance a measure of effect size? Since correlation is such a measure, and correlation is normalized covariance, I would think so, but I'd like to know for sure.
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"Effect" of what? To be understood, this term needs a context. What is your null hypothesis and what is the alternative? – whuber Aug 08 '15 at 15:18
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Effect sizes are frequently about differences in means (e.g. the mean difference between treatment and control). See this question, Non-transitivity of correlation: correlations between gender and brain size and between brain size and IQ, but no correlation between gender and IQ, for discussion on why correlations/covariances typically say nothing about the means. – Andy W Aug 08 '15 at 16:06