Whoah, there's about a dozen questions in there!
Here goes: 'Ghost Hunting' TV shows are about filling an hour of TV. End of story. You can forget any serious attempt at real research. They film in darkness with night-vision gear to evoke a 'spooky' atmosphere for the shrieking presenters and credulous viewers. They want shocks, dramatic jumps at every 'whatwasthat' noise, and to fill their advertising space. That's all.
There was a tremendous expose of these shows on UK tv - they found an old Georgian coach-yard, and made up a totally fictional history for it, complete with a tragic death and a - completely invented - ghost story. They put this information out across the web, then announced they were doing a 'Ghost Hunt' show and called some 'experts' - psychics, mediums, self-professed ghost-hunters. Every one of them turned up and started spouting the whole fictional story, word for word. They'd just googled it! The psychics even claimed to 'make contact' with the spirit of the guy who the scriptwriters had invented!
It's pure BS, and it discredits any attempt at serious research.
Re: chickens & dinosaurs... well, I don't know of any dino-ghosts (is that a word? It is now!) but there are a huge range of other animals - birds, horses, Gef the Talking Mongoose (google that one, seriously.)
And with daylight hauntings - many recorded claims.
As for Roman soldiers: http://www.mysteriousbritain.co.uk/map/Roman+Hauntings
If you're not familiar with that kind of thing, you should really read more about the topic. That's not a dig, or anything... just that you'd probably find it interesting.
This is THE best source for all kinds of paranormal and fringe science info. presented from a critical, common-sense viewpoint: http://www.forteantimes.com/
EMF? Impossible to say. The hand-held junk sold for ghost-hunting does not have to conform to any statutory standard, and the people using it probably don't know if it's calibrated (or how to do so.)
Let's face it, most of it's supporters think: "Needle moves? Ghost. Something makes noise? Ghost. Cold breeze? Ghost."
Many scientists use incredibly sensitive EMF technology in many fields of research, and they don't appear to suffer from supernatural interference with their readings. I think that speaks volumes.
My personal opinion on most hauntings happening at night? I've worked years of night shifts, in various hospitals, all with their ghost stories.
Here's the deal. We're not designed to be awake at night. Our brain is at it's fuzziest and most easily misled. Our attention is at it's lowest, and our nerves may be jumpy. A door slips off it's catch and bangs at 2 a.m. and before you know it, "Nurse Smith saw the door open and close on its own." Same door slips off it's catch in broad daylight, you'd shrug and call maintenance.
Shadows become 'shadowy figures'. We catch glimpses of flapping curtains, and our brain just 'fills in the blanks'.
(That's a BIG one.
You can try that for yourself just by looking at a clock, reading the time, then looking away. Now stop and think: did you go round the clock and READ all the numbers? Of course you didn't. You noticed the position of the hands, and you trusted your mind to 'fill in' the rest of the picture.)
Unfortunately, at 2 a.m. in a darkened hospital corridor, you see a shadow and your mind 'fills in' a threatening figure, and you damn near soil your scrubs!
Hope that helps!