I don't care if it is the "spirits of the dead" or some other unknown cause, but things do occur that match the traditional story of ghosts.
My best friend for most of my life (I'm 47), the 2nd most intelligent person I know in my peer group, always completely rational, sane and scientific, once in confidence told me of clearly hearing his dead uncle's voice telling him how proud he was of him. At the time, I chalked it up to auditory illusion, then:
In college, my roommate and I went jogging one night. He is the 3rd most intelligent person in my peer group. We heard a female heavy breathing and foot-falls behind us, catching up. He even pulled forward and ahead of me to allow her to pass. She sounded out of breath and labored. Suddenly, it stopped. We simultaneously stopped to look back. There was no one there and nowhere for her to disappear to. He even said "weird!" I doubt it was a simultaneous illusion, We had not been drinking or drugging.
And before someone makes a smart-ass remark, I don't count myself as 1st most intelligent.