Ghosts are subjected to all kinds of artistic licence and can range from friendly (Casper) to the not so friendly (Stay Puft Marshmallow Man). The traditional ghost story of things that go bump in the night is timeless and the thought of someone trying to reach across from the other side of death holes continual appeal.
The first ghost story that I remember really making me check under the bed at before I went to sleep was the movie Poltergeist. The little girl who got trapped in her TV had me jumping at shadows, but Ghostbusters came along later and I learned not to be afraid of no ghost.
Ghost stories can be most effective when there’s an element of doubt as to whether the spirit is real or not. The uncertainty of what lies beyond this mortal realm plays on the mind. Shakespeare called death ‘the undiscovered country from which no traveller returned’ but that was in the same play in which a dead king haunted returned to haunt his kingdom.