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To explore the size effect in electron-doped La0.4Ca0.6MnO3 (LCMO) compound, dc magnetic measurements and electron magnetic resonance were carried out with bulk and nano-grained LCMO in temperature ranges 5 K les T les 350 K and 5 K les T les 600 K, respectively. It appears that the antiferromagnetic, charge ordered state remains stable upon the reduction of the samples size down to nanometer scale. However, the low-temperature ferromagnetic (FM) component enhances in nano-grained LCMO as compared to its bulk counterpart, supposedly due to strong surface and inter-grain interaction effects. FM correlations in bulk and nano crystals are strong at paramagnetic (PM) state, which seems to be an electron-doping effect. The domination of ion-ion spin relaxation mechanism in PM state and drastic fading of the FM correlations upon cooling means that the doped electrons are localized in both bulk and nano-grained LCMO. The notable influence of the oxygen stoichiometry on magnetic ordering in LCMO, revealed in this work, may explain the contradictive data on the magnetic state of nano-crystalline LCMO reported in the literature.