I almost never do this, although currently I sort of am ― I've been reading a Seabury Quinn story collection called The Horror on the Links at the rate of about one story per week while also reading other novels one at a time. The intro to the Quinn omnibus suggests reading it this way, in order to make the experience more like it would have been if, say, one were subscribing to "Weird Tales" back in the 1920s, so I'm just following instructions.
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