Anything that improves understanding of herd psychology and the economic data that reflects the herd activity. This is mainly for major shifts in sentiment and the market, but is handy for smaller herd behavior for shorter term trading/investing.
Read quite a few 'investment' books but can't claim to have a favorite. Many are too focused on financial, economic, technical or fundamental data and not very holistic.
For example, too often you see 'experts' promoting that a certain move has to happen based on some particular formula, and write a book to promote it/them... but evolution of the markets, trading systems and last but not least the consumer/small invester, usually changes the ground rules and or goal posts to delay or foil such prediction/formula.