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According to Jim Season 8 Episode 17

It’s Cheryl’s birthday and Jim decides to buy her a diamond necklace. But in an attempt to save money, he buys the necklace from Andy’s unreliable source and soon learns that it was taken off of a dead woman whose ghost now begins to haunt him.

Episode Title: Diamonds Are a Ghoul's Best Friend

Air Date: 2009-06-02