I believe that is a question that each indivdiual has to answer for him or herself.
Many religious scholars believe that scripture teaches against souls that are trapped between the living and the dead in the following passage:
And just as it is appointed for men to die once, and after that comes judgment (Hebrews 9:27)
Some theologians believe that judgment comes just after death and once judged, people are sent to hell, heaven (or if you are Catholic) purgatory. The apologist I've linked below does believe that perhaps souls in purgatory are allowed to revisit places from their living days in order to pray for those still living, but it is forbidden for Christians to interact with ghosts.
Others are passionate about the existance of ghosts. The second link below shows an author that believes they do exist because so many people over so many generations have seen them and report similar things happening with encounters.
You will just have to research yourself and decide after reading articles and pondering what it is that you believe about ghosts.
You asked this question in the Science section of Enotes. So, firstly, please, completely ignore the religious answer which is given in Post Number 1 because it has absolutely no scientific value at all. Scientifically speaking, the 'answer' in post No.1 is just meaningless and unproved mumbo-jumbo.
The scientific answer to your question is that there is absolutely no evidence of ghosts, but science CAN'T prove that they DON'T exist. You can't scientifically prove something doesn't exist... we can't prove that The Easter Bunny doesn't exist or that purple space-elephants on the moon don't exist. It is scientifically impossible to prove a negative statement. But we can show, again and again and again that specific ghost claims are completely false.
No scientific investigation into ghosts has found any evidence of ghosts. But all the scientifically investigated ghost claims have been shown to be weak and fuzzy and flimsy explainations of situations which can be explained with simple natural explanations.