It turns out that a significant amount of people report having personally experienced paranormal activity. In a study published in 2011, 28.5 percent of undergraduate students surveyed at a southern university reported having had a paranormal experience. In a 2006 Reader's Digest poll, 20 percent of respondents (21 percent of women and 16 percent of men) reported that they had seen a ghost at some time in their lives.

But it’s also true that if you already believe in ghosts, or are told a place is haunted, you are more likely to interpret events as paranormal. A 2002 study found that believers in ghosts were more likely than non-believers to report unusual phenomena while touring a site in Britain with a reputation for being haunted. Visitors who were told that there was a recent increase in unusual phenomena occurring at the site also reported a higher number of unusual experiences on the tour.

Another study demonstrated that hearing or reading about paranormal narratives, especially when the story came from a credible source, was enough to increase paranormal beliefs among participants. With the abundance of ghost-hunting shows in the U.S. and the UK, like Ghost Hunters, Ghost Adventures and Most Haunted, which is returning to screens this fall, it’s probably not surprising that studies have also linked belief in ghosts with exposure to paranormal-related TV shows.

“What we have is people trying to make sense of something that, to them, seems inexplicable,” says Christopher French, a professor of psychology and head of the Anomalistic Psychology Research Unit at Goldsmiths, University of London, “So you get the misinterpretation of noises or visual effects that do have a normal explanation, but not one that people can think of. People assume that if they cannot explain something in natural terms, then it must be something paranormal.”

According to French, hallucinations are more common among the general population than most people realize, and are sometimes wrongly interpreted as ghosts. He points to sleep paralysis—a phenomenon that occurs when someone wakes up while still in the dream-inducing REM stage of sleep, in which your body is paralyzed— as one example. Studies have shown that around 30 to 40 percent of people have experienced sleep paralysis at least once in their lives, with about five percent of participants reporting visual and audio hallucinations, including the presence of monstrous figures, and difficulty breathing.

The experience has been interpreted as paranormal in several cultures. In a study done in Hong Kong, for example, 37 percent of students reported at least one instance of what they refer to as “ghost oppression.” In Thailand, the term for sleep paralysis–phi um—translates to “ghost covered.” In Newfoundland, Canada, it is known as a visit from the “Old Hag.” The woman in Swiss artist Henry Fuseli’s famous 18th century painting, “The Nightmare,” is said by French and other researchers to be suffering an episode of sleep paralysis.