Jesse Livermore wrote a classic investment book - How to Trade in Stocks (this link is to a reprint 2001 edition of the book - the original version was published in 1940, sells for hundreds of dollars, and is difficult to find). The intellectual trail for much of modern stock market speculation runs from Jesse Livermore to Nicolas Darvas with William O'Neil taking the ideas to the mass market (and then some of the mass market follows the trail back to Darvas and Livermore).
Jesse Livermore is the subject of another classic investment book: Reminiscences of a Stock Operator by Edwin Lefevre. The book is an excellent account of trading stocks based on the experience of Jesse Livermore (though his name was not used in the original publication).
A third book on Livermore: Jesse Livermore - World's Greatest Stock Trader, was written by Richard Smitten in 2001. This book examines the life of Jesse Livermore more than his investment strategies. While an interesting read for those who have read the other books it is not as valuable as a tool for investors.
"Livermore's final conclusion was clear: To anticipate the market is to gamble; to be patient and react only when the market give the signal is to speculate." (pg. 54)
Quoting Livermore on page 212: "I also used this pivital point theory to find many successful short-selling plays. I looked for stocks that traded down to a new low for the past year of so. If they formed a false pivotal point - that is, if they rallied from this new low and then dropped down through the new low - they would most likely continue down from there." To learn more about specifically how to determine pivotal points however, you need to read How to Trade in Stocks (and preferably the original version).
Quoting Livermore, as remembered by his sons, is one of the unique insights provided by this book, on page 234: "Every Speculator is different; ever human psyche is unique; every personality is exclusive to that one person. Learn your own emotional limits before attempting to speculate - that is my advice to anyone who has ever asked me what makes a successful speculator"
And from page 141: "the stock market must be studied, not casually either, but deeply, thoroughly. It's my conclusion that most people pay more care and attention to the purchase of an appliance for their house, or when buying a car, that they do to the purchase of stocks. The stock market, with its allure of easy money and fast action, induces people into foolishness and the careless handling of their hard-earned money, like no other entity."