There is an early masterpiece (1909) from the famous director Griffith: "A Corner in Wheat", based upon a novel from Frank Norris. Maybe not as entertaining as later movies, but at the time it was released it carried a very strong message. Market manipulation (not only in the trading pits) was more or less commonplace, and social inequality was destinctive. Besides Norris, I can recommend Upton Sinclairs work if you don't mind his "socialist fixing" of problems at the end of every novel, which was strongly influences by the issues of his time.

http://www.imdb.com/title/tt0000832/
http://archive.org/details/D.w.Griffith-ACornerInWheat1909