@article{publication-22982, author={De Nard, Gianluca and Zhao, Zhao}, doi={10.1016/j.iref.2022.02.049}, issn={1059-0560}, journal={International Review of Economics and Finance}, pages={654-676}, publisher={Elsevier}, title={A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited}, volume=80, year=2022, }