Project Gutenberg is the volunteer organization that has been working for many years to digitize and provide free access to as many written works as possible. They currently have over 42,000 titles in their collection, and the e-books can be downloaded and used for free by anyone. They also have things organized by category in library-style, so if you go to the site you can peruse the horror section and find works by the authors below.
Other books on ghosts and demons may be found in other related sections. Here is a link to the main site: http://www.gutenberg.org/wiki/Main_Page
This is just to get you started. Happy Halloween browsing!