The Lonesome Trail and Other Stories by B.M. Bower

A man is very much like a horse. Once thoroughly frightened by something he meets on the road he will invariably shy at the same place afterwards until a wisely firm master leads him perforce to the spot and proves beyond all doubt that the danger is of his own imagining; after which he will throw up his head and deny that he ever was afraid and be quite amusingly sincere in the denial.