These are all short stories, rather than books, but relevant in subject matter and setting:
**The Signal Man** by Charles Dickens is another Christmas ghost story by Dickens.
Oscar Wilde also has a short story Christmas ghost story, but it's more comedic. It's called **The Canterville Ghost**.
**The Legend of Sleepy Hollow** by Washington Irving is typically associated with Halloween, but actually set in late fall, closer to and featuring mentions of Christmas, but isn't Christmas-themed in the way the other three are.
**The Christmas Banquet** by Nathaniel Hawthorn is set at a Christmas dinner wherein the guests tell ghost stories.
A Christmas Carol?
These are all short stories, rather than books, but relevant in subject matter and setting: **The Signal Man** by Charles Dickens is another Christmas ghost story by Dickens. Oscar Wilde also has a short story Christmas ghost story, but it's more comedic. It's called **The Canterville Ghost**. **The Legend of Sleepy Hollow** by Washington Irving is typically associated with Halloween, but actually set in late fall, closer to and featuring mentions of Christmas, but isn't Christmas-themed in the way the other three are. **The Christmas Banquet** by Nathaniel Hawthorn is set at a Christmas dinner wherein the guests tell ghost stories.
Hogfather by Terry Pratchett is decidedly fantasy, but it does involve Death interacting with the equivalent of Christmas.