Are there muslims that believe that when a person dies he can be a ghost?

Personally, I think that there is really no such thing, and that whatever it is that might appear to be a ghost is actually a djinn, since they can take up many forms. Also, isn't it true that when we die, we enter into a real of waiting for The Day of Judgement? I know what's the english or arabic word for it, but if I'm not mistaken, in this realm, the wicked will suffer, the good will be comfortable.

What are your views?