Well, not ghosts, specifically, but something causing the phenomenom behind them, sort of. Suppose that's still enough to make me an idiot, but hey.
Basically, I don't believe in the archetypical "Aaaveeenge meee!" type of ghost, or that those ghost-freeing psycics you see on the telly "Helping people to the other side" sometimes actually do anything of the sort. I do believe there is a phenomenom behind it, however, and we human beings simply apply too many of our own interpretations and conclusions on what we see.
Now, this is my theory. I can't prove it. If I could, we wouldn't be sitting here, for a start. But I do think that we, as creatures with rather developed cognitive and psycological abilities, do affect an enviroment we spend alot of time in. A person who are really attached to a flat or house, for instance, might rub off onto the enviroment. Perhaps the effect is different if the opposite is true, if the person suffers in the enviroment. And these tiny distortions is what others pick up, much later. Then, they go assuming it's A: some dead unrelative who's come back to say they're sorry for being such jerks or B: that they've shamed their species by entertaining superstitious thought.
Now, I can't prove it. I'm not trying to sell this to you, and I'm not all convinced myself. It's just a slight theory. And we're currently not in a position where we can be truly sure one way or the other in these matters, either way. We might be one day, but it's not the time to make facts of assumptions either way about it.
In short; no, not really. Something ghost-y might exist, but it's not like in the books.