Publisher Take Two Interactive has filed several trademark requests under the name of "Ghost Story," but what it could mean is as nebulous ans the ethereal apparitions themselves.
The company is seeking five patents on the name, covering things from video games to movies and clothing, which is standard for any new IP being sought. The application was filed on October 6. A similar trademark application was filed with the European Union Intellectual Property Office on July 10.
Trademark filings usually don't mean anything on their own. They are a way of protecting a possible future project name that may or may not come to fruition. Take Two has several studios capable of working on a new IP, including Rockstar Games, which is already hinting at Red Dead Redemption 2. However, Take Two CEO Strauss Zelnick had said that Rockstar's next projects (plural) would be revealed soon, so that could be a new Grand Theft Auto, or a new IP all together. There is also 2K Marin, which has worked on BioShock games, and has nothing announced at the moment. It's last game was The Bureau: XCOM Declassified in 2013.
So let your imagination run wild, because that's all we ot at this point.