Popular Trading Literature
De Lefevre, Edwin. Reminiscences of a Stock Operator (Fictionalised biography of the great Jesse Livermore. Entertaining and educational, this work continually pops up on great trader's recommended reading lists).
Darvas, Nicolas. How I made $2,000,000 in the Stock Market (Like Livermore's Reminiscences, an easy but enlightening read).
Schwager, Jack. Market Wizards (Widely regarded as a classic work, this compilation of interviews with some of the great traders is essential reading. Own it).
Elder, Alexander. Trading for a Living (Elder explores the three 'M's - Mind, Method, Money. Not only is the author an insightful trader, he is a fine writer also).
Burton, Malkiel, A Random Walk Down Wall Street. (good insight into how financial markets work)
Douglas, Mark, The Disciplined Trader
Shipman, Mark, The Next Big Investment Boom
Shorting stocks
O'Neill, William. How to Make Money Selling Stocks Short (Perhaps too much detail given to chart examples, but still useful).
Stanley, Kathryn. The Art of Short Selling (Attempts to find poor companies using fundamental analysis).
Asensio, Manuel with Barth, Jack. Sold Short: Uncovering Deception in the Markets (Wall Street's most prominent and controversial short seller defends the technique and details past battles - see also his website at www.asensio.com ).
Fundamental Analysis
Domash, Harry, Fire your Stock Analyst; Analyzing Stocks on your Own (Fundamentals, fundamentals, fundamentals. Well-regarded book).
Zweig, Martin, Winning on Wall Street. (Very successful stock picker and writer)
Dreman, David. Contrarian Investment Strategies in the Next Generation (Fundamentally-oriented approach from a well-regarded money manager)
Technical Trading
Murphy, John, Technical Analysis of the Financial Markets (The technician's bible? It's all here. Balanced, very detailed and accessible).
Nison, Steve, Japanese Candlestick Charting Techniques (Everything you ever wanted to know - and perhaps some things you didn't - about candlesticks).
Elder, Alexander, Trading for a Living (A useful brew of psychology and TA).
Money Management
Tharp, Dr. Van. Trade your Way to Financial Freedom (Gives far more information on the subjects of position sizing and money management than most trading books)
Risk Management
Bernstein, Peter, Against the Gods: The Remarkable Story of Risk
Trading Psychology/Behavioural Finance
Mackay, Charles. Extraordinary Popular Delusions and the Madness of Crowds (19th century classic)
Steenbarger, Brett, The Psychology of Trading: Tools and Techniques for Minding the Markets
Belsky, Gary & Gilovich, Thomas, Why Smart People Make Big Money Mistakes And How To Correct Them: Lessons From The New Science Of Behavioral Economics
Cialdini, Robert B., Influence: The Psychology of Persuasion.
Kahneman, D., & Tversky. A., On the psychology of prediction, or, Prospect Theory: An analysis of decision under risk.(early work forming the foundation of this subject)
Popular Trading Stories
Leeson, Nic, Rogue Trader (Classic about the trader who brought about the downfall of Barings Bank. He now lives in Galway!)
Lewis, Michael, Liars Poker: Risking Through the Wreckage on Wall Street. (Former bond trader with Soloman Brothers in New York provides entertaining insight into the workings of investment houses in the 80's)
Lowenstein, Roger, When Genius Failed: The Rise and Fall of Long-Term Capital Management (story of the collapse of hedge fund run by nobel prize winners which rocked global financial markets).