Ye Qing was asking whether the police had investigated how the rumor started, but the policeman misunderstood and thought Ye Qing wanted him to verify the rumor's authenticity, so his response didn't quite match the question. However, from his answer, Ye Qing could tell that these policemen were inclined to believe it was indeed a haunting.
That's no surprise, after all, the killer couldn't be killed with bullets. Even after being shot, he quickly returned to normal. Anyone would think this is a ghostly affair.
But in a bright and clear world, how could such haunting events occur? Naturally, Ye Qing didn't believe in the haunting, and Liu Changping definitely didn't believe it either. However, Ye Qing had a different perspective from Liu Changping; he firmly believed that peculiar occurrences must have a deeper issue. Since there's talk of a haunting, there must be something amiss.
