Sewell's Behavioural Finance

Having discovered behaviouralfinance.net through the references to Mauboussin's `Decision Making for Investors', I realised the necessity for a fair amount of background reading into Behavioural Finance.

Martin Sewell, from University College London, gives a survey of all the major contributions since the field started in `An Introduction to Behavioural Finance.'

The bits that jumped out at me to look at further include a study by Thaler in 1980 where he identifies 5 problems that arise through biases in our decision making:

1. Underweighting of opportunity costs
2. Failure to ignore sunk costs
3. Search Behaviour
4. Choosing not to choose and regret
5. precommitment and self-control

The books I am probably going to try get ahold of and read (comments welcome of a better place to start) are, in likely order:

1. Inefficient Markets: An introduction to Behavioural Finance - Shleifer (2000)
2. Heurisitics and Biases: The Psychology of Intuitive Judgement - Khaneman et al. (2002)
3. Irrational Exuberance - Shleifer (2000)
4. The Psychology of Judgement and Decision Making - Plous (1993)
5. Beyond Greed and Fear - Shefrin (2000)
6. Simple Heuristics That Make Us Smart - Gigerenzer, Todd & the ABC Research Group (1999)

Clearly I can't buy every book that I would like to read, so I am going to have to ask people who may have books on a wish list if I can borrow them...