This is a really interesting question. I have been discussing these with friends for a long time and since then we never really reached an agreement. Perhaps, as most people say, we never really know.
Personally, I want to believe that the soul never leaves the earth. They continue living with us although they, of course, are not capable of interacting with live humans. Hence, yes, I do believe in ghosts. However, the thing is, I think that those people who died tragically, or those who still seek justice, have more energy within themselves that they are able to make themselves be noticed compared to those who died peacefully and just watching their loved ones live.
It is really fascinating to talk about the after life! Let me know your thoughts about it.