No! I don't believe in the existence of ghost. What people see either in dreams or physically are demonic spirits that take the form and image of dead people to deceive the living. These demonic beings are called familiar spirits.
If you are a Christian then you may check the following two scriptures that reveal where the body and the spirit of a man go respectively after death.
Eccl 3:21 Who knoweth the spirit of man that goeth upward, and the spirit of the beast that goeth downward to the earth?
Eccl 12:7 Then shall the dust return to the earth as it was: and the spirit shall return unto God who gave it