Is Horsethief Canyon Near Fruita Haunted?

The Grand Junction area is a beautiful place that also happens to contain a very colorful history. Some people believe that events in the past have caused some parts of the area to be haunted. One of those areas is Horsethief Canyon near Fruita. 

The Shadowlands Haunted Places website has this to say about Horsethief Canyon.

Horsethief Canyon is located west of Grand Junction and connected to the Colorado National Monument. In the 19th century, horse thieves would bring their latest herd of horses here and hide them for awhile. One night, the sheriff surrounded the area and shot some of the thieves along with their horses. The spirit that haunts the place seems to be unrelated to the Canyon's history. On certain nights, a woman in a white dress has been spotted walking from canyon wall to canyon wall. Her background is unknown, but others have claimed to have seen her walking the banks of the Colorado River.

Have you encountered any weirdness in this area? Or, is this just a case of spooked people allowing their imaginations to get the best of them?