| Translation invariant mean field games with common noise D Lacker, K Webster Electronic Communications in Probability 20, 1-13, 2015 | 39 | 2015 |
| Handbook of Price Impact Modeling KT Webster Chapman and Hall/CRC, 2023 | 33 | 2023 |
| The self-financing equation in limit order book markets R Carmona, K Webster Finance and stochastics 23 (3), 729-759, 2019 | 28 | 2019 |
| The Cost of Misspecifying Price Impact N Hey, JP Bouchaud, I Mastromatteo, J Muhle-Karbe, K Webster arXiv preprint arXiv:2306.00599, 2023 | 18 | 2023 |
| Stochastic liquidity as a proxy for nonlinear price impact J Muhle-Karbe, Z Wang, K Webster Operations Research 72 (2), 444-458, 2024 | 15 | 2024 |
| The self-financing equation in high frequency markets R Carmona, K Webster arXiv preprint arXiv:1312.2302, 2013 | 15 | 2013 |
| High frequency market making R Carmona, K Webster arXiv preprint arXiv:1210.5781, 2012 | 13 | 2012 |
| The self financing condition in high frequency markets R Carmona, K Webster Finance Stochastics, 0 | 10 | |
| Trading with concave price impact and impact decay-theory and evidence N Hey, I Mastromatteo, J Muhle-Karbe, K Webster Preprint SSRN 4625040, 2023 | 9 | 2023 |
| A Stackelberg equilibrium for the Limit Order Book R Carmona, K Webster Mathematical Finance, 0 | 9 | |
| Information and inventories in high-frequency trading J Muhle-Karbe, K Webster Market Microstructure and Liquidity 3 (02), 1750010, 2017 | 8 | 2017 |
| A belief-driven order book model R Carmona, K Webster preprint, 2012 | 8 | 2012 |
| Unwinding Stochastic Order Flow: When to Warehouse Trades M Nutz, K Webster, L Zhao arXiv preprint arXiv:2310.14144, 2023 | 6 | 2023 |
| Getting More for Less-Better A/B Testing via Causal Regularization K Webster, N Westray B Testing via Causal Regularization (July 12, 2022), 2022 | 6 | 2022 |
| A portfolio manager’s guidebook to trade execution: From light rays to dark pools K Webster, Y Luo, MA Alvarez, J Jussa, S Wang, G Rohal, A Wang, ... Quantitative strategy: Signal processing, 2015 | 6 | 2015 |
| The logistics of supply chain alpha G Zhao, K Webster, CFA Yin Luo, S Wang, D Elledge, MA Alvarez, ... Signal Processing, 2015 | 5 | 2015 |
| Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients GA Alvarez, S Nadtochiy, K Webster SIAM Journal on Financial Mathematics 14 (3), 855-878, 2023 | 4 | 2023 |
| Do You Really Know Your P&L? The Importance of Impact-Adjusting the P&L PN Kolm, K Webster Available at SSRN 4331027, 2023 | 3 | 2023 |
| Applications of a new self-financing equation R Carmona, K Webster arXiv preprint arXiv:1905.04137, 2019 | 3 | 2019 |
| Trading frictions in high frequency markets R Carmona, K Webster Ann Arbor, 2014 | 2 | 2014 |
