Atlas Comics briefly published a comic titled "The Grim Ghost", but I think maybe the fact that Dictionary.com didn't exist yet really hosed them, because this guy doesn't exactly look "Grim" to me:
Purple, aqua, and white aren't exactly the colors that spring to mind when I think "grim". A "g" word, yes, but not that particular one. And when I suggest that "The Gay Ghost" might work better, it's not in the modern derogatory sense but rather the more traditional "happy or festive" connotation. I mean, look at the guy -- that enormouse double popped collar and painted-on-jeans with flyaway purple bandanna clearly says to me that he's looking for a party. I think he's even got a frilled cravat, for the love of fashion!
My understanding is that he was some sort of revived pirate from the Colonial age or whatnot, so I can understand wanting to stick with the fashion that brung ya. But come on, one set of deep knee bends and we'll all get to see just how happy he really is, if you see what I mean.
Just going from the outfit, and knowing how much editors love alliterative character names, I think a better fit in addition to my earlier one would have been "The Happy Haunter", or the "Spectacular Spirit", or the "Phantasic Phantasm". Because the one thing I absolutely do not get from this guy is "Grim".
(Image and character © Atlas Comics.)