Link to: The 5 Greatest Investment Books You’ve Never Heard Of
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Mayer's picks:
Humble on Wall Street
Silent Investor, Silent Loser
Sense and Nonsense in Corporate Finance
Modern Security Analysis
100 to 1 in the stock market
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A couple I'll add that may be worth checking out (though like some of the ones above, finding a decently priced copy of the first one below is the difficult part):
Asia's Investment Prophets
Capital Account: A Fund Manager Reports on a Turbulent Decade, 1993-2002