Jerome published one volume of ghost stories, but, being himself, they are not really ghost stories per se; rather they are very much ´tounge-in-cheek´ ghost stories. The volume is Told after Supper (1891), republished as After Supper Ghost Stories (and variations of this title). Some republishings claim to include not only TaS, but more material. I have not seen or read any of those.
Apart from this, I have seen a part of Novel Notes (1893) published separately as The Man of Science; it is a straight ghost story. Apart from this, I have not read anything ghastly by Jerome. (But I still haven’t read all he wrote, far from it.)
Do you know the titles of any of the volumes you are referring to? If so, one could google and perhaps find out what Jerome stories are included.