Andrew Green, a paranormal researcher from England, did a research about the Phenomenon of Ghosts and came to this Conclusion:

If someone dies, loved-ones create a image, sometimes unconsciously, of this person in their minds. But ghosts are not created by our imagination.
They are created by electromagnetic energy which projects an image at a place where, for example, this person was last seen or where this person died.
People, who are self-conscious can see these images.
Ghost are usually seen about 25, 35 sec. because this is the length of time, that someones thoughts are confussed after he or she heard, the bad news.

This doesn't happen everytime when a person dies.
It usually happens when someone, suddenly or unexpected, dies. Ghosts of pets are comen. Even ghosts of cars, busses, etc. are seen because they are related to accidents

Sounds or moving of things are poltergeist activities (see poltergeists). This is something else than images of ghosts which are harmless.

Do ghosts really exist?
It's a matter of what you believe. It's self-deceit to say that ghosts are the souls of the death.
Ghosts are a form of electromatnetic energy that people, consciously or unconsciously, conjure.