A ghost is said to linger on earth when the person died in a traumatic way, or when his burial ritual was disturbed before it was complete, or sometimes just because the spirit feels like it. Pesky or disruptive ghosts are called poltergeists. Some groups believe that ghosts are actually demons, or evil angels.
Ghosts are a particular manifestation of a belief in life after death. Though the specifics vary among groups, a ghost is generally understood to be the disembodied spirit or soul of a once-living person. Sometimes the spirit belongs to a deceased animal.
So its for you to believe or not.