Not a book but a Short Story published in Anthologies of a variety of stories: ie, "They Return at Evening" (1929); "Shudders: A Collection of Uneasy Tales" (1932); "A Ghostly Company" (1935); "The Tandem Book of Ghost Stories" (1965); "The Haunted Dancers" (1967). . . and others.
See Internet Speculative Fiction Data base.
The Third Coach
Author: H. Russell Wakefield