From A Month of Saturdays, a collection of essays from Dorothy Parker's New Yorker column (signed off as "Constant Reader", a ruse that fooled no one):
[Ernest Hemingway's] "The Killers," which seems to me one of the four great American short stories. (All you have to do is drop the nearest hat, and I'll tell you what I think the others are. They are Wilbur Daniel Steele's "Blue Murder," Sherwood Anderson's "I'm a Fool," and Ring Lardner's "Some Like Them Cold").
Other works that Parker praises include Sherwood Anderson's "Another Wife", Anne Parrish's All Kneeling and A Pocketful of Posies*, Max Beerbohm's Seven Men, Isadora Duncan's My Life, Andre Gide's The Counterfeiters, Ring Lardner's Round Up, Hemingway's Men Without Women, Dashiell Hammett's The Maltese Falcon (also The Glass Key, in a somewhat backhanded way) and H.S. Ede's Savage Messiah.
This may seem like an exhaustive list, but it is far outnumbered by a (very diverse) list of books she doesn't like - including those by Upton Sinclair, A.A. Milne, Theodore Dreiser, Ford Madox Ford (reluctantly), Eleanor Glyn (hilariously), and a host of autobiographies, anthologies and even non-fictional works.
And, in the spirit of reciprocity, A Month of Saturdays is introduced by Lillian Hellman, who recommends "Big Blonde" as one of Parker's best.
*Anne Parrish has two best-sellers, three Newbery finalists and praise from Parker. Also... she's completely out of print and impossible to find. But a self-published author with the same name is all over Amazon. 2016 is weird.