Jo-Jo Moore, a New York Giants outfielder from 1930-1941, was nicknamed "The Gause Ghost." He came from Gause, Texas, so the origin of part of the nickname is obvious. I don't know where the ghost part comes from, but his BR Bullpen (Baseball-Reference's wiki) page states:
Moore was known to be a first-ball hitter, and some opposing managers would fine their pitchers if they threw Moore a strike on the first pitch.
He is listed by Bill James as the # 77 left-fielder of all time.
Pretty interesting stuff. Happy Halloween and hopefully everyone stays safe trick-or-treating.
UPDATE: jsackmann points out Oliver "Ghost" Marcelle was a famous Negro Leaguer.