Before there was behavioral finance there were two pertinent books that were on every traders' reading lists: The Crowd by Le Bon and Extraordinary Popular Delusions and the Madness of Crowds by Mackay. While those two books dealt with the psychology of crowd behavior, BF focuses on individual behavior. There are a couple of academic books by Kahneman and Tversky that are really the basis for the field. Also Thaler has a few books (and also a hedge fund based on its principles). Thaler's The Winner's Curse is an easy read.