Musannaf Ibn Abi Shayba 17:1103

Ali ibn al-Ja'd narrated to us, from Yazid ibn Ibrahim, from Abu al-Zubayr, from Jabir, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "There is no ghoul (ogre/demon) and no Safar (superstitious belief regarding the month of Safar)."