It's not ghosts, actually. It is, in fact, aliens. The so-called "Gray" aliens are telepathic and telekinetic. Notice how almost all "ghost" experiences happen in times of strong emotion, typically after the death of a loved one. As these aliens are telepathic, they can "read" extremely strong emotions from quite a distance and induce mild hallucinations. They use these hallucinations to distract their victims while they do their thing, typically either retrieving something from the person for research or inserting tranquilizer fluid for the abduction. Most people do not remember the abduction experience due to the tranquilizer, but they do remember the "ghost." Other experiences related to so-called "ghosts" are generally due to the presence of alien technology. For instance, electric anamolies are due to a nearby ship deploying the tractor beam or teleporter, or due to the presence of other advanced technology. Paralysis is due to aliens utilizing their somewhat disturbing ability to temporarily stun human victims through telepathic signals. Somewhat humorously, tin-foil is actually highly effective at blocking these signals, but they can also be blocked by playing music at 100 decibels or louder, as this greatly interferes with the Grays' ability to concentrate and for your brain to recieve the signals. Aliens can use holograms to disguise themselves as a ghost as well. They have highly advanced active camoflauge and teleporation tech, which accounts for walking through walls and sudden appearances/disappearences.
Remember, there is a rational explanation for all things.