"Ghost in C-Minor" by Richard Sale (first published in Detective Fiction Weekly, June 12, 1937: reprinted in The Saint Detective Magazine, January 1956 as "The Ghost of a Dog")
The detective pulps (and their readers) loved series characters and one of the types of series characters they loved was the wise-cracking report, and few were more popular than Richard Sale's Joe "Daffy" Dill of the New York Chronicle, the hero of sixty stories in Detective Fiction Weekly (later Flynn's Detective Fiction) from 1934 to 1943.
It's just after quitting time and Daffy is about to take his lady love, Dinah Mason, out to dinner when the Old Man stops him and places a "speed Voltex with an expensive synchronizer, lens Tessar, also expensive, and a focal shutter with speeds from one-tenth to one-thousands of a second" in Daffy's hands, and instructs him to take a picture of a ghost.
It seems that eight years before, noted actress Gloria Canova, wife of big game hunter Walt Nurbeck, vanished without a trace, along with her devoted cocker spaniel, neither Gloria nor the dog were ever seen again. At the time Nurbeck was on an African safari. It was an impossible disappearance -- she entered a room with witnesses at both entrances and just vanished. The following day, the m6aid reported seeing the ghost off the dog while a "Satanic" organ was heard playing a ghastly tune.
Reports of Gloria's ghost walking the halls and of music coming from a nonexistent organ led the "Old Dark House" gaining a reputation as one of the area's most haunted homes. For eight years, the house has been empty. Then, the night before, Walt Nurbeck decided to put the rumors to rest and spent the night in the house. He claimed to have seen the ghost of the cocker spaniel and that he could see right through the beast...and that there was spectral organ music coming from somewhere. Nurbeck, a good friend of the Old Man, asked him to sent his best reporter out to try to get a photograph of the spectral dog.
Daffy does not believe in ghosts. Neither does Gloria. Nor does Captain Bill "Poppa" Hanley of the New York Homicide Bureau. All three decide to check it out. It may have been a coincidence, but the date was Friday the thirteenth...
I hope I am not spoiling your pleasure by telling you that there was a logical explanation for all this, but getting to that point is half the fun.
Richard Sale (1911-1983) was a prolific short story writer (over 400 short stories), novelist (including Not Too Narrow, Not Too Deep, filmed as Strang Cargo, with Joan Crawford and Clark Gable) , screenwriter, and director. During the 1930s he was one of the highest ;paid of the pulp writers. In the 1940s, he moved into screenwriting -- among his screenplays were Suddenly, Gentlemen Marry Brunettes (which he also directed; it was co-written with his wife, Mary Loos), The Oscar, and White Buffalo.
The June 12, 1937 issue of Detective Fiction Weekly can be found here: https://s3.us-west-1.wasabisys.com/luminist/PU/DFW_1937_06_12.pdf
The January 1956 issue of The Saint Detective Magazine can be read here: https://archive.org/details/the-saint-detective-magazine-v-05-n-01-1956-01