Although this paper applies to religious experiences, it can also be applied in a context to paranormal experiences. There is some very interesting stuff in here. The following is from the Abstract of the paper.
We develop a new model of how human agency-detection capacities and other socio-cognitive biases are involved in forming religious beliefs. Crucially, we distinguish general religious beliefs (such as God exists) from personal religious beliefs that directly refer to the agent holding the belief or to her peripersonal time and space (such as God appeared to me last night). On our model, people acquire general religious beliefs mostly from their surrounding culture; however, people use agencyintuitions and other low-level experiences to form personal religious beliefs.
The paper can be downloaded from the link below: