The Ghost Stories I like best are written ones, because they build slowly, by the accumulation of subtle details. Master of all is M.R. James. But Algernon Blackwood is also pretty good, and so is Arthur Machen, and don’t neglect E.F. Benson either – or some of Kipling‘s stories, such as They, Wireless, and The Wish House. This is no place for modesty, so I will give you a link to my own Ghost Stories, and some more are to be found here, particularly Deep Waters and Dogs and Directions, which, exceptionally, I told first at Wykeham Tales, and then wrote down.
I believe that M.R. James’s A School Story would tell well, because it is event-based, but the ones that rely on atmosphere are meant to be read.
Here are some wonderful Norwegian ghost stories that I encountered recently, by Jonas Lie.