I don't believe in ghosts or psychic phenomena, but I do love the concept in fiction that ghosts aren't actual human souls. Rather, they're a sort of psychic "burn in." If a living person experiences strong emotions, such as a prolonged period of grieving, or the incredible emotional intensities that come with being murder victim, those emotions can become embedded within a place. Do you grieve for a deceased partner, mourning for years, remembering key moments over and over? A reflection of that grief becomes embedded within reality in the location you experienced those emotions. When you die or leave, someone else can come into that place and experience a recording, a reflection, or echo of the emotions and memories you experienced.
Ghosts are effectively traumatic memories burned in to the fabric of the world. They don't actually experience anything; they're not conscious beings. They're not souls looking to complete their business and move on. They're simply psychic echoes. They're imprints left on reality from very intense and painful emotions, particularly those experienced repeatedly over a long period of time.
This also explains why ghosts have a half life. Ever wonder why in the US, all the ghosts seem to be old timey white people from the 1800s or similar? Considering the total number of Native Americans that must have lived in what is now the US down the millennia, the vast, vast majority of ghosts should be Native American. But aside from the classic example of a disturbed native burial ground, Native American ghosts don't show up much in fiction. It's usually old timey white people.
The reason for this, in the imprint theory, is that like any imprint, ghosts tend to fade with time. Just as most footprints will slowly be eroded, the knots in the psychic fabric that ghosts represent slowly work themselves out over time. The ghosts people do experience tend to be from the last century or two, as most ghosts older than that have decayed below the level of human perception.