Hell, it's considered a hormone (sort of) to some in the field.
This is why I choose to use a high vitamin cod liver oil (and raw beef liver) instead of simply fish oil. The Vitamin A, D and E content (along with EFA's) are so high and so bioavailable, that when combined with a high quality protein/fat diet, the results are short of miraculous.
I'm rarely sick, I heal fast and never really have had infections, I increase mass at whatever rate my budget allows, my mental disposition is usually a calm and contented one (....now), my sex drive is WAY above 'normal', my skin is clear, my vision is better than 20/20, and my energy levels/work capacity are higher than they've ever been.
I'm usually not one to site studies, because of their inherent flaws and biases, but I found this one on Vitamin A and Iron supplementation to be very interesting (there are numerous other on this subject, but this one was a human study and deals with testosterone...and this site IS T-Nation...):
*Zadik, et. al., 'Vitamin A and iron supplementation is as efficient as hormonal therapy in constitutionally delayed children,' Clin Endocrinol (Oxf). 2004 Jun; 60(6):682-7. *
Sorry if this seems like a hijack...
Extra: Another human study on Vitamin A (which requires D and others for safety and efficacy) and hormone levels:
*Bishop, et. al., 'The effect of nutritional factors on sex hormone levels in male twins,' Genet Epidemiol. 1988;5(1):43-59. *