Assuming a typical definition of ghosts being spirits/souls of the deceased lingering on the earth with some form of an ability to interact with the living--no. But I do believe in non-human spiritual beings that could be misinterpreted as ghosts (by my previous definition.) I do not think that spirits/souls of the deceased are permitted to linger here. So in short: demons & angels, yes--ghosts, no.
I do believe there are things about this world we don't understand, but I don't believe the things people call ghosts, aliens, angels and demons are really those things. I think it can all be traced back to "reflections" of our own waking and subconscious thoughts, that this energy manifests itself in patterns we misinterpret as these various entities. That's the simplified version of the theory, anyway.
Also high levels of EMFs and ultra low-frequency sound can trigger things like a sense of being watched, phantom physical contact, and of course auditory & visual hallucinations. That's why these paranormal shows with their EMF readers and EVPs drive me nuts, because there's no way to prove these things are actually emanating from ghosts. Look to the human mind and its interaction with different frequencies and types of energy present in our environment, there you will find the answers.