Indian Ghost Stories

In for a thrilling experience? A collection of twelve stories about the supernatural. In reality, these aren't strictly twelve stories. Firstly, they are supposedly true stories, and not meant to be fictitious (since the author clearly mentions that so-and-so anecdote came to him by way of this gentleman or that, the veracity of each story may be questioned). Secondly, these aren't just twelve anecdotes, but more-since the author begins a story with an anecdote, finishes it, and then goes on to related anecdotes. HIS DEAD WIFE'S PHOTOGRAPH, THE MAJOR'S LEASE, THE OPEN DOOR, WHAT UNCLE SAW, THE BOY WHO WAS CAUGHT, THE STARVING MILLIONAIRE, THE BRIDAL PARTY, A STRANGE INCIDENT, WHAT THE PROFESSOR SAW, THE BOY POSSESSED, THE EXAMINATION PAPER, THE MESSENGER OF DEATH Name the setting and you have it!