As a matter of fact there is nothing called as a Ghost or Evil Spirit, these are all names given to Jinn.

Jinn are referred to as Daemons in Bible, and as per Islam they are creatures co-existing with us on this planet but invisible to our eye. Most of the un-natural or 'super-natural' or 'alien' things you see or come across are due to the result of Jinn's intervention.

Like humans there are good and evil in Jinn, so the 'ghost stories' you come across are mostly by the actions of evil jinn which are referred as "shayateen" in Arabic.

There are many stories of shayateen causing trouble which are famous in Arab world. And even they kidnapped women in some cases.

Islam teaches us the ways to seek refuge of Almighty from these invisible(to human eye) creatures, if you would like to learn more then look online for "Jinn and Human Sickness", "The World of the Jinn and Devils" and "An Exorcist Tradition in Islam"