Ghost Story is a game Take-Two is publishing.
Take-Two interactive, the parent company for GTA developer Rockstar and Mafia 3's 2K, has filed for a trademark registration with the European Union Intellectual Property Office (EUIPO).
The trademark page is for something called Ghost Story. The details don't tell us much, but confirm it's for "computer and video game programs" and other non-games related fields like clothing and printed material, possibly for merchandise.
It was registered last week by a Take-Two representative.
Take-Two usually publishes its own IPs, so if Ghost Story is an in-development game, it's possibly something one of its various studios is currently working on. The name unfortunately could work with different genres, though horror is the one that immediately springs to mind.