There are a couple of threads about this, but they are extremely old. I recently experienced this with Call of Chernobyl.

The game runs almost full screen when "Fullscreen" is unchecked, but when it is checked it runs in a small window.

The issue seems to be refresh rate.

I'm running Windows 10 with AMD R9 200 graphics.

When I went into Windows Displays advanced settings, I discovered the refresh for my 1920x1080 was at 29Hz, even though the display is a 60Hz display.

I changed the refresh to 60Hz and then edited %STALKERROOT%/appdata/user.ltx to:

rs_fullscreen on
rs_refresh_60hz on
rs_v_sync on

When I started STALKER again, it worked perfectly.

I am running STALKER configured for DX11, but I assume this will also work with DX 9/10.