Interesting that the artist contacted you after the fact. Was he/she trying to sell the artwork to you?. If the piece is really good I'd even consider using it in the promotion of the house.
BUY THE ART!
This additional back story regarding the home will exponentially make your home more valuable. Not only will you have the art, you will have the history of the artist, all making your homes value escalate.
When folks buy a home, the always envison themselves giving a tour to those important to them. Would they not be excited to introduce their freinds to their home that has history. Even a suggestion of a ghost establishes a theme for all future gatherings.
For those with ears that hear and eyes that see.
it has been my experience, most folks with ghost problems, bring their ghosts with them.
We should always choose kindness 'cause when the ghost of Christmas Past shows up, we just might not like it.
Do you have to disclose? Others of authority have answered.
You do have some collateral to run with. Rather than worry about disclosure I would buy a really, really, really big sign.
There is no place on the disclosure about ghosts and goblins....don't worry about that heresay.
If you are in the New Orleans area and need help listing this property, call on me anytime.
Unless this is a scientifically documented and able to be proven beyond a shadow of doubt I wouldn't give it any further consideration.
However, you may want to speak with an attorney about implications caused by this misinformation.