Certainly. Though I base it primarily on my own personal experiences - so in that sense it is a knowledge more than a belief.
As for what may be an explanation behind the phenomenon, I believe that ghosts - or whatever you'd like to call them - or even the afterlife in general, relates to both matter and consciousness.
For instance, while we do not know for sure the extent of the relationship between the mind and the brain, we do know certainly that there is some sort of relationship. So in that sense, we have an acknowledged relationship between consciousness and matter. Combine this with the fact that the total amount of matter in the universe is finite, and we begin to form a clearer picture of what may be behind all of this.
When a person dies - does thier consciousness cease to exist? How much of thier consciousness was tied to the physical matter that constituted thier brain? I believe that the phenomenon people recognise as "ghosts" or the afterlife is an echo of consciousness...just my 2 cents.