Depends what you're looking for, but I found most of Michael Lewis' books to be quite information dense and highly entertaining. The Big Short in particular takes goes very deep down the rabbit hole of finance.

Behave: The Biology of Humans at Our Best and Worst

I guess it can be summarized by "Human behavior is influenced by various factors."

But the breath of these factors and their interaction makes for an interesting read. Robert Sapolsky is an excellent educator.

For audiobooks, The Teaching Company courses!