Google fetches many examples of 'a study on' (markets, prayers, lyinig, addiction, etc etc) and also is a similar outcome with 'a study about'. Which is correct idiom or there is difference in meaning is question for an English expert. But is it also correct to say 'leggo uno studio dei mercati' ?
No one says I read a study. One would say I am reading a study on markets, about markets....for example. Now the past tense is also "read" (pronounced like the colour red) so in that case it would make sense.
One cannot say "of the markets" in this case. If one says I'm doing a study of the markets, that is OK. One cannot read of the markets.
Present simple is awkward here: how often does the reader read this text? "I read" immediately suggests past simple; if not, it's a repeated action. And "a study" is less natural than "a report" in English. In English, "a study" is the act of studying, not usually the text produced afterwards. But my answer "I'm reading a report on the markets" was not accepted. On the issue of "on"/ "of" the markets, I'd say "he did a study of the markets" or "he wrote a report on the markets", ie it's a question of collocation