Rainfall Books in the UK make these fantastic chapbooks. Each book is a collection of short stories around a particular theme with wonderfully illustrated covers. Issue #5 of The Yellow Sign features a short story by Jeremy Hayes, My Haunted Chambers. The Yellow Sign includes stories all revolving around Robert W. Chambers' book, The King in Yellow. Price is £4.00 plus postage: UK second class: £1.00. Europe: £3.00 and USA/Australia £4.00.
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http://www.rainfallsite.com/Chapbooks11.html