In addition to the classics of cognitive psychology (Kahneman, Taleb, et al.), I would also recommend books on psychological manipulation, religious cults, and con men. The following books offer a multi-disciplinary perspective on psychological techniques to improve awareness and exploit other people, both of which are essential to enhance your perception and protect yourself against fraud and manipulation.
Cialdini, Robert (2006) Influence: The Psychology of Persuasion
Guinn, Jeff (2017) Road to Jonestown: Jim Jones and the Peoples Temple
Ekman, Paul (2007) Emotions Revealed: Recognizing Faces and Feelings to Improve Communication and Emotional Life
Kahneman, Daniel (2011) Thinking, Fast and Slow
Mitnick, Kevin and William Simon (2002) Art of Deception
Navarro and Karlins (2008) What Every Body is Saying: Ex-FBI Agent's Guide to Speed-Reading People
Nietzsche, Friedrich (1887) On the Genealogy of Morals
Rhodes, Richard (1986) Making of the Atomic Bomb
Sun Tzu (c. 400 BCE) Art of War
Taleb, Nassim Nicholas (2005) Fooled by Randomness
Wright, Lawrence (2013) Going Clear: Scientology, Hollywood and the Prison of Belief