"There are two books whose final lines make me cry without fail, irrespective of how many times I read them," Rowling told BBC Radio 4. "One is 'Lolita.'"
(The other one, based on the context of the interview, seems to be "Emma.")
Like many other admirer's of Nabokov's novel of a pedophile who pursues a 12-year-old girl, Rowling loves it for the writing style.
"There just isn't enough time to discuss how a plot that could have been the most worthless pornography becomes, in Nabakov's hands, a great and tragic love story, and I could exhaust my reservoir of superlatives trying to describe the quality of the writing," she said.
Source: https://www.businessinsider.com/jk-rowling-favorite-books-2016-7?op=1#lolitaby-vladimir-nabokov-19