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John H.I believe that "Ty Cobb" by Charles C. Alexander is generally acknowledged as the best book on the subject.
Two excellent SABR books are "Deadball Stars of the National League" and "Deadball Stars of the American League". These books feature brief bios with photos on almost all notable players from 1901-1919.
Another terrific biography is "Walter Johnson - Baseball's Big Train" by Henry W. Thomas, Johnson's grandson. I highly recommend this one.