It's astounding how little things have changed over the past century. Yes, information moves more quickly, and computing power has allowed for a more quantitative analysis of stocks -- but human nature remains immutable.
How I Trade and Invest in Stocks and Bonds by Richard Wycoff
Quite simply, this is one of my favorite books on the markets and investing. The fact that it is from 1923 is totally irrelevant. If I could reprint the book with each mention of "coal" replaced with "oil," and if I substituted "Internet" for any time the word "railroads" appeared, you would have no idea when this was written. Indeed, you would think it was a current work. There is probably more market intelligence and trading wisdom in this book per word than any other I have ever read. I strongly recommend this one.
Reminiscences of a Stock Operator by Edwin Lefevre
By now, you have probably heard the story of Jesse Livermore. If you have ever said, "The trend is your friend" or "Let your winners run and cut your losses quickly," then you were quoting Livermore -- even if you didn't know it. This is an absolutely exhilarating read. In fact, it is so much fun, it shouldn't count as homework or research. Coincidentally, this was also published in 1923 -- apparently a good year for market-related books.
As a species, we are notoriously bad at understanding our own thinking and emotions. We are even worse at predicting our own behavior. Understanding your own mind and those of your fellow investors is crucial to successful investing. These books will go a long way to helping you understand your hardwired weaknesses and blind spots.
How We Know What Isn't So by Thomas Gilovich
This is one of the most influential investing books you will ever read. So many of our own foibles are detailed here that it is almost embarrassing. Everything from unsuspected biases to how we engage in critical reasoning comes under scrutiny. What it reveals isn't pretty. Despite the genius that is human achievement, it turns out that we are all very poor at comprehending complex data and analyzing risk.