Sure. James was an author of ghost stories (Wiki link for a quick summary). Most of them draw on his own background as a Cambridge academic and historian, with scholarly protagonists who stumble on the supernatural via ancient artefacts, discovered manuscripts, etc. In addition, at least two of them take place in a shared universe: the protagonist of "The Mezzotint" relates his experiences to the protagonist of "Canon Alberic's Scrap-Book", an earlier story in the same collection.

So the main argument for grouping his works together under one umbrella is because they are all short stories that share many common features and settings.