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For every low there is a high.Could fall under Scully Syndrome.
Might also be related to The Complainer Is Always Wrong if said skeptic is the only such character in the group.
Tempting Fate also plays into this a bit- Bob mocking the ghosts is a very good way to retroactively guarantee that ghosts or a functional equivalent thereof exist in the story's universe, and that they are now angry at Bob.
Hypothetical example: In an episode of a TV series, Alice and Bob are sleuthing around a building which is thought to be haunted. Alice believes in ghosts, but Bob doesn't. Throughout the episode, Bob seems to have a lot of bad luck. If it turns out that Alice is right, ghosts do exist, and the building is in fact haunted, the ghosts will always target him more than Alice. If ghosts don't exist or it's left open to interpretation, Bob will often still get bad luck, for example, tripping over something because he's too distracted telling Alice that ghosts don't exist.