Yes, i do believe them. Although i don't know much about them & i have never faced any kind of horror indecent but i believe theirs existence around us. I've heard a lots of story watch a lots of movie, i believe all of those incidents were not just a superstition at all 
I think that all of these are myths, there are no ghosts in our lives and science has not proven the existence of ghosts to this day. Also, someone who has sleep paralysis (hallucinations) can see daydreams and nightmares and everything he sees is not real.