Complementing this good list, if you really want to understand what the stock market is (despite all the advertisement), read Frenzied Finance: The Crime of Ama

Complementing this good list, if you really want to understand what the stock market is (despite all the advertisement), read Frenzied Finance: The Crime of Amalgamated. In this book, a participant of the early markets in the 20th century explain what they really do under the covers. The laws changed a lot from that time, but the goals didn't.