An even more specific connotation for "winter story" or its relative "winter's tale" notably shows up in Christopher Marlowe's The Jews of Malta (1589) with a very specific definition: a "winter's tale" is a ghost story.
Now I remember those old women's words
Who in my wealth would tell me winter's tales
And speak of spirits and ghosts that glide by night
Shortly thereafter Shakespeare would play on this meaning with A Winter's Tale (1623), in which Prince Maximillius says, "A sad tale's best for winter; I have one / Of sprites and goblins." Later in Saducismus Triumphatis, Joseph Glanville's treatise on witchcraft published posthumously in 1681, Glanville admonishes individuals who dismiss the existence of witchcraft as "meer Winter Tales or Old Wives fables."
Robert Louis Stevenson would later evoke the winter's tale with The Master of Ballantrae: A Winter's Tale (1889). Though the story contains no ghosts of the usual sort, the Master cheats death multiple times. He essentially haunts his brother, Henry, who eventually exclaims, "nothing can kill that man. He is not mortal. He is bound upon my back to all eternity-to all eternity!" Later, after the Master's body has been buried, Henry still does not believe the Master has perished. Henry is incredulous: "He's not of this world, neither him nor that black de'il that serves him."
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