"The Hedley Kow" is an English fairy tale, that was documented by Joseph Jacobs in More English Fairy Tales in 1894. According to Coxe, it is a "mischievous sprite" that is capable of changing its appearance. This shape-shifter took the forms of as diverse as a pretty girl or a cow in order to play practical jokes. However, its distinctive, unusual laugh would always betray whatever form it took.
For more information, please read Haunted Britain by Antony D. Hippisley Coxe.