All student research should have a quantitative component as well as the qualitative discussion and literature review. Most students do not have experience using statistical software so I have started an Introduction to Finance Analytics available on this page. If you intend to continue doing research in the future, I suggest using the Mendeley software to organize your papers. It is free and works on Windows, OS X, Linux, and mobile. It is also useful to learn LaTeX to make a much more professional looking paper. Rather than installing the software yourself, an online tool like Overleaf or ShareLaTeX is easier to get started. I made a LaTeX template here to get you started.
The majority of students will be targeting careers in industry so research topics will much more applied than theoretical. If you are interested in publishing your research results, please let me know ahead of time so we can discuss all that is involved in that process. Many of the projects are related to market microstructure. You may want to start with a list of significant events and links to data on U.S. equity market microstructure. Other sources of finance data are also available.
Check the library for additional books, blogs, magazines, and movie recommendations.