| A stochastic model for order book dynamics R Cont, S Stoikov, R Talreja Operations research 58 (3), 549-563, 2010 | 565 | 2010 |
| High-frequency trading in a limit order book M Avellaneda, S Stoikov Quantitative Finance 8 (3), 217-224, 2008 | 507 | 2008 |
| The price impact of order book events R Cont, A Kukanov, S Stoikov Journal of financial econometrics 12 (1), 47-88, 2014 | 419 | 2014 |
| Forecasting prices from Level-I quotes in the presence of hidden liquidity M Avellaneda, J Reed, S Stoikov Algorithmic Finance 1 (1), 35-43, 2011 | 66 | 2011 |
| Option market making under inventory risk S Stoikov, M Sağlam Review of Derivatives Research 12, 55-79, 2009 | 65 | 2009 |
| Forecasting prices from Level-I quotes in the presence of hidden liquidity M Avellaneda, J Reed, S Stoikov Algorithmic Finance 1 (1), 35-43, 2011 | 61 | 2011 |
| High frequency asymptotics for the limit order book P Lakner, J Reed, S Stoikov Market Microstructure and Liquidity 2 (01), 1650004, 2016 | 45 | 2016 |
| Online algorithms in high-frequency trading J Loveless, S Stoikov, R Waeber Communications of the ACM 56 (10), 50-56, 2013 | 35 | 2013 |
| The micro-price: a high-frequency estimator of future prices S Stoikov Quantitative Finance 18 (12), 1959-1966, 2018 | 33 | 2018 |
| Dynamic asset allocation and consumption choice in incomplete markets SF Stoikov, T Zariphopoulou Australian Economic Papers 44 (4), 414-454, 2005 | 32 | 2005 |
| Optimal investments in the presence of unhedgeable risks and under CARA preferences S Stoikov, T Zariphopoulou IMA Volume Series, 2005 | 27 | 2005 |
| Reducing transaction costs with low-latency trading algorithms S Stoikov, R Waeber Quantitative Finance 16 (9), 1445-1451, 2016 | 23 | 2016 |
| Pricing options from the point of view of a trader SF Stoikov International Journal of Theoretical and Applied Finance 9 (08), 1245-1266, 2006 | 18 | 2006 |
| Optimal asset liquidation using limit order book information S Stoikov, R Waeber Available at SSRN 2113827, 2012 | 16 | 2012 |
| Evaluating music recommendations with binary feedback for multiple stakeholders S Stoikov, H Wen arXiv preprint arXiv:2109.07692, 2021 | 3 | 2021 |
| Online Algorithms in High-frequency Trading: The challenges faced by competing HFT algorithms J Loveless, S Stoikov, R Waeber Queue 11 (8), 30-41, 2013 | 3 | 2013 |
| Model-free backward and forward nonlinear PDEs for implied volatility P Carr, A Itkin, S Stoikov The Journal of Derivatives 28 (1), 51-78, 2020 | 2 | 2020 |
| The micro-price S Stoikov, BL Talk SSRN Journal. DOI 10, 2017 | 2 | 2017 |
| Forecasting prices in the presence of hidden liquidity M Avellaneda, J Reed, S Stoikov Preprint, 2010 | 2 | 2010 |
| Constructing equity portfolios from sec 13f data using feature extraction and machine learning A Fleiss, H Cui, S Stoikov, DM DiPietro The Journal of Financial Data Science 2 (1), 45-60, 2020 | 1 | 2020 |
