Primer on "straight" finance:   valuation   Modigliani-Miller   Incomplete markets         Reading List           

Thaler's "Manifesto"        More "cautious" evaluations: 

Fama    Cochrane    Rubinstein

Some foundational  papers on economics and psychology:

Rabin  and Loewenstein-Prelec on general anomalies                 Rabin on risk (Rubinstein's discussion) 

Rabin on small numbers         Loewenstein-O'Donaghue-Rabin   on expectations    Frederick on discounting

Frederick-Loewenstein  on discounting (Rubinstein's discussion on hyperbolic discounting 

                                                            (Benhabib-Bisin-Schotter on the empirical evidence)

Rubinstein on impulsive vs. cognitive behavior              Caplin-Leahy on self-control  

Some foundational papers on neuro-economics (or plain neurosciences):

Camerer-Loewenstein-Prelec's survey on neuroeconomics 

Miller-Cohen on cognitive control         Rustichini-Dickhaut-Ghirardato-Smith-Pardo on ambiguity  

McKabe-Houser-Ryan-Smith-Trouard on the theory of the mind 

Sanfey-Rilling-Arnson-Nystrom-Cohen on emotions in decision making

References: Finance-Asset Pricing

Barberis-Thaler's survey       Hong-Stein               Backus' survey on "wild" preferences    

Barberis-Huang                   Lamont-Thaler                                      Luttmer-Mariotti

Angeletos-Laibson-Repetto-Tobacman-Weinberg                Barberis-Huang-Santos 

Benartzi-Thaler   Scheinkman-Xiong on bubbles Scheinkman-Hong-Xiong                                                         

Kocherlakota on portfolios  Villaverde on portfolios        Barberis-Shleifer-Vishny on investors' sentiment   

Kent-Hirshleifer-Subrahmanyam 1 and 2 on cross section of returns   Mitchell-Pulvino-Stafford on limited arbitrage

References: Corporate Finance

Bolton-Scheinkman-Xiong          Shleifer-Vishny         Malmendier-Tate        Baker-Stein_Wurgler

References: Macroeconomics (consumption-savings)

Americks-Caplin-Leahy on planning in savings    Americks-Caplin-Leahy on retirement 

Choi-Laibson-Madrian on retirement                  Gul-Pesendorfer  on consumption/saving                     

Laibson-Repetto on discounting                         Benhabib-Bisin on consumption/savings

Browning-Lusardi's survey on consumption (contains a discussion of empirical implications of  behavioral  models)

References: Policy implications:

Thaler-Sunstein            Camerer-Issacharof-Loewenstein-O'Donaghue-Rabin