The Government of Canada published lists of naturalized immigrants as stipulated by the Naturalization Act of 1914 and later acts. The lists from 1915-1951 were published in the Reports of the Secretary of State in the Sessional Papers of Canada and in the Canada Gazette.
Sessional Papers 1922
Looking at the year 1922, I checked the index at the front of any volume number. I see in the Index that the Secretary of State Report is No. 29, which I find in the Contents is in Volume 8. So on the list at Internet Archive under 1922 I would look for Vol 58, No 8 Sessional Paper No 27-32, for 1922. I didn't find any lists of names for other years that I checked, just numbers from each country.
Sessional Papers 1922: Aliens granted Certificates of Naturalization (pg 319-613)
Citizenship and Naturalization Records at LAC, 1915-1951
Nationalization records at olive Tree Genealogy
The Canada Gazette Archives
How to find US Records of Immigration and Naturalization
How to find British records of Naturalization
How to find Australian Naturalization records
Naturalization and Alien Registration Records of New Zealand