Murray house was originally built in the business district of Central, where Bank of China Tower stands today. During WWII, Murray House was an infamous location, used for execution of over 4000 Hong Kongers, and as a result of its notorious history, ghost stories started surfacing soon after. 
Because of its historical importance and value, the government ordered it to be relocated to Stanley and during the relocation process, workers have regularly reported seeing ghostly shadows accompanied by noises.
Following these events, Hong Kong government ordered an exorcism of the building in order to free the lost spirits. Murray House has been a part of Stanley ever since.