Whilst I'm quite partial to a good ghost movie etc, I think the whole thing is total nonsense. I guess seeing is believing, and as I haven't seen....I don't believe.
My ex used to love watching this program on Living TV called Most Haunted, where they would go to 'haunted' houses and the like. The funniest would be when the clairvoyant was possessed by spirits [JD or vodka I think] and do all the juddering movements. Never laughed so much in my life; and they were taking it so seriously.
http://www.livingtv.co.uk/shows/mosthauntedlive/