I strongly believe that 'ghosts' are demons. My mom's house was haunted; Screams, slamming doors, footsteps, the whole 9 yards every night. It all came from the basement. My mom's friend even saw the ghost, a man ina military uniform. Ironically enough, another lady they work with use to live in our house, and she was showing the pics, and the dead guy in our basement was her grandfather in his military uniform. When my wife and I had to move back in due to my job closing and us being broke, I went down to the basement and felt the ghost/demons (as I've encountered demons on several occations). I prayed to Jesus and claimed the house and all in it in Jesus name, while I was there. We lived in that basement for a year, and no one in the house heard a thing the whole time, or even felt scared. The NIGHT that my wife and I moved out, the 'ghost' returned with a fury, just days before the house was tore down.
My mom was a strong believer in psychics, ghosts, talking to the dead, and all that. When we moved out of the house, she turned on all those ideas. Recently, she's rededicated herself to Christ, much to my joy. She's recently started going back to church and everything. So yeah, I believe ghosts to be demons. I have a more indepth thought of the reasonings why, but I won't bother you with it unless you guys want to hear it.