Historically, this legend seems to be accurate, although paranormally, one can never be sure. In the 1930s a young woman with a promising career attended Harding and majored in music. She fell in love with another Harding student who was tragically killed in a car accident a short time after they met. She was very depressed and, according to students at the time, she spent every waking hour of the day on the third floor of the music building playing piano.
Later the same semester he was killed, she also died. Nobody knows why but legend says she died of a broken heart. Soon after her death, students reported hearing piano music from the third floor of the music building. Whenever they would go to investigate, they would find no one there. Most believed it was the young girl serenading her lover from beyond the grave.
The old building has been torn now and replaced with a modern building which is only two stories tall. However, students still report that they hear piano music coming from the third story on some late dark nights.
I have a friend who goes to Harding who swears this is true and says he's heard it himself. He's not a music major nor do I think he's ever legitimately been in the music hall (he can barely operate a CD player, I can't imagine him having any reason to be there). . . not that I'm calling him a liar, it just seems unlikely. I visited Harding once and I didn't see any signs of any ghosts in the music hall. However, it's one of the persistent legends that should be checked out by ghost hunters such as yourself. Many at the university swear it is true.
Please remember, Harding is a very serious Christian university and probably frowns on people with EMF detectors hiking through their music hall.