The Sun Also Rises by Ernest Hemingway Scribner's
To understand The Sun Also Rises, you could look at Boardwalk Empire. The characters, their behaviour, Ernest Hemingway's psychology, and the time, all mirror key ideas explored in Terence Winter's TV show.
Hemingway considered his characters to be part of a lost generation, and that was actually the working title for the book. They are people damaged by war. But they revel in newfound riches and freedom as America's economic power accelerates. They are a strong and resilient breed until the Great Depression turns everything into smouldering ruins.
The characters are rich American and British expatriates who have exported their values to Paris, where they are part of the famed 1920s cafe society. Prohibition is happening back in the US, and in New York copies of James Joyce's Ulysses are being burned by outraged moral puritans. The artists and writers seek the greater freedoms that bohemian Paris can offer. A favourable exchange rate doesn't hurt, either.
As in Boardwalk Empire, the novel's characters spend much of their time marinating in booze. This can be seen as a comment on the counterproductive consequences of Prohibition. Take, for instance, our protagonist, Jake Barnes, an American journalist. One day, while attempting to douse the flames of his unrequited affection for the prodigiously well-sexed Lady Brett Ashley, he knocks off three Martinis before lunch and has three bottles of wine with them.
The characters are partial to a bit of casual violence. Robert Cohn fights Jake and two other men who are competing for Brett's love. The central part of the novel is set against a backdrop of bullfighting.