The book is available at Project Gutenberg, Internet Archive, and Hathi Trust. There is also a free audiobook at LibriVox. You can get a free Kindle ebook from Amazon too!
I.—The Power of the Dead to Return to Earth
II.—The Belief in Ghosts in Greece and Rome
III.—Stories of Haunting
V.—Visions of the Dead in Sleep
VI.—Apparitions of the Dead