Unfortunately, owing to downsizing, I can't buy too much now, but I used to have a fair collection of anthologies both PB and HB. My favourite novella from the Edwardian period is Arthur Machen's The Great God Pan. You can't fail with M.R.James, I used to own a 2nd edition of Ghost Stories of An Antiquary, hessian bound covers, and as valuable as the 1st, picked it up very cheaply in a charity shop, back when you could. Algernon Blackwood is another I used to enjoy from that period, he may have been a little later.
Here's what the hessian bound editions looked like, it was a bit of a wrench to let it go.
The PB's From Hell , looks great, I wouldn't mind owning that