Well, one important element is the atmosphere. You need to make it really eerie. Use descriptions of the environment such as 'the moonless night' or 'the fog - filled forest'. The appearance of the ghost also matters. It could be a pale figure, with long, black hair covering its face. And then there's the element of the unknown. Don't reveal everything at once. Let the mystery unfold gradually. For instance, instead of immediately showing the ghost, start with strange sounds and unexplained events that lead up to its appearance.
A long scary ghost story often has a sense of isolation. The characters are usually alone or cut off from help in some way. This makes them more vulnerable to the ghost's terrors. The ghost's actions are another key. It might move in an unnatural way, like floating or disappearing suddenly. And the emotional response of the characters is important too. Their fear should be palpable, whether it's through trembling hands or wide - eyed expressions. The backstory of the place where the haunting occurs can also add depth to the story, like if it was the site of a past massacre or a tragic accident.