I have compiled a list of the best stock market books from the past fifty or so years. Really there were no good ones written before that time, as the stock market is not really all that old. To be technical, it is about 200 years old, but no one was all that great at theorizing about it until around the time of the Depression, when Benjamin Graham wrote his tome. Nevertheless, my list covers even more recent books than that. It includes Market Wizards by Jack Schwager, Common Stocks and Uncommon Profits, You Can Be a Stock Market Genius, and Stocks for the Long Run. You could probably learn just about everything you would ever need to know from these four books alone. They represent a wide swath of knowledge.
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