Best Books to Learn Stock Market Investing

Amateur/Beginner Trader

Analysis:

1. Reminiscences of a Stock Operator
2. Technical Analysis of the Financial Markets by John J. Murphy
3. Technical Analysis Explained by Martin J. Pring
4. Technical Analysis from A to Z by B Steven Achelis

Market Profile and Behaviour:

1. Stocks to Riches: Insights on Investor Behaviour
2. CBOT Market Profile [Free]

Advanced/Intermediate Trader

Analysis:

1. Intermarket Technical Analysis by John J. Murphy
2. Fibonacci Analysis (Bloomberg Financial) by Constance Brown

Market Profile:

1. Markets in Profile: Profiting from the Auction Process  by James F. Dalton
2. Steidlmayer on Markets: Trading with Market Profile by J. Peter Steidlmayer 
3. Profit With the Market Profile: Identifying Market Value in Real Time Hardcover by John Keppler

Volume Spread Analysis:

1. Studies in Tape Reading  by Richard D Wyckof
2. A Complete Guide to Volume Price Analysis by Anna Coulling

Psychology/General:

1. The Power of Habit: Why We Do What We Do, and How to Change by Charles Duhigg
2. Thinking, Fast and Slow (Penguin Press Non-Fiction) by Daniel Kahneman
3. Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets by Nassim Nicholas Taleb

Advanced/Pro Trader

Analysis:

1. Pivots, Patterns, and Intraday Swing Trades by M. William Scheier

Market Profile:

1. Mind Over Markets: Power Trading with Market Generated Information by James F. Dalton

Volume Spread Analysis:

1. Master the Markets by Tom Williams [Free]

Psychology/General:

1. The Black Swan: The Impact of the Highly Improbable by Nassim Nicholas Taleb
2. The Power of your Subconscious Mind by Joseph Murphy
3. Trading Psychology 2.0: From Best Practices to Best Processes by Brett N. Steenbarger

Risk Management & Position Sizing:

1. Van Tharp’s Definitive Guide To Position Sizing by Van Tharp