There are many cognitive biases relevant for the finance world.
However, I would suggest you to start with the most famous biases, such as the "heuristics" suggested by Kahneman & Tversky (Kahneman, D., Slovic, S. P., Slovic, P., & Tversky, A. (Eds.). (1982). Judgment under uncertainty: Heuristics and biases. Cambridge university press.).
The core of those heuristics are briefly defined on this paper:
I concur with the above suggestion by Shay. Furthermore, you can check Edwards, W. (1968). Conservatism in human information processing; and De Bondt, W. F. M., And Thaler, R. (1985). Does the stock market overreact?. In these articles, the authors have discussed the details of conservatism; underreaction, and overreaction to market movement respectively, which are also relevant concepts under cognitive biases.