Having read too much these few days (damned examinations!), maybe I can offer a reading on why ghosts are portrayed as female.
If we consider our society which was/is essentially patriarchal, there is this constant need for the majority to define the self. Looking at the history of film-making, we could say that it was mostly men who created them. While you are in the process of defining the Self, it is thus important for you define what you are NOT - hence the birth of the Other, which encompasses all that you are not. The Other is usually portrayed as all things negative and evil and must be sought out to be destroyed, like the ghosts-la.
So if we think in the very Western notion of binary oppositions:
good vs evil
kind vs cruel
simple vs devious
light vs dark
and then we get
men vs women
We can also pick up some notions of the when the Self is trying to fashion itself, it is also suspicious of the Other. Traditional notions of the woman is suspicious, as women were traditionally shut up at home and basically, her interiority is inaccessible and hence, is suspicious as one would not know what devious plans might be going through her mind.
So, rather simplistically, let us translate it into the terms of the ghost. When we recall the binary terms light vs dark, human vs ghost - the ghost would belong to the category of the Other, the category of the unknown.
So, either unknowingly or subconsciously, I would say that this has thus derived the tradition of the female ghost.
And back to studying.
I probably borrowed all these from different theorists all over. But don't know who. I am a pathetic academic.