It has been recently proposed that PDFs can be studied directly using lattice QCD. Such studies require the evaluation of matrix elements of non-local operators. Since this was first proposed, there havebeen intense investigation of all possible systematics, except for the effects associated with the fact that lattice QCD is necessarily defined in a finite spacetime. In this talk, I present the first attempt to asses these systematics, and I show that these matrix elements might suffer of large finite-volume artifacts."