A Ghost is a concept embraced by the New Age belief system whereby deceased beings somehow manifest themselves in a personal way to the living. Travel agents in Britain claim that it has the highest concentration of ghostly hauntings and other paranormal activity of anywhere in the world. 
"Ghosts" in this sense are not biblical, and Christianity rejects the concept of a human ghost.
In the New Age belief system, ghosts may result of violent deaths, as a result of which the deceased's soul is left wandering the earth instead of transmigrating to Heaven, Hell, or someplace in between (Probation). This lost soul would thereby struggle to interact with earthly beings in order to avenge its death, or to explain what happened to it.
Under this non-Christian belief system, many ghosts would be confined to well defined spatial loci, for instance, the room in which they died, or some place that was important to them in life. Others would roam the earth freely, and are less likely to be noticed, since their presence in a given place may only occur once.
What the Bible Says
Job 7:9-10 "As the cloud is consumed and vanisheth away: so he that goeth down to the grave shall come up no more. He shall return no more to his house , neither shall his place know him any more ."