It’s not as though I’ve never had the opportunity to see a ghost. I’ve spent plenty of my life in “haunted” spaces. Besides my grandparents’ house—where, after all, a ghost had been seen—there was the 1830s former funeral parlor where one of my best childhood friends lived. Another friend, who’s very sensitive to such matters, claims that she always had an uneasy feeling in my parents’ home; I never felt a thing.

In the years since, I’ve stayed in haunted monasteries and onetime graveyards and, once, the site of a long-ago murder. In each, I slept without incident. I am writing this, in fact, from a big, old, drafty New England house full of creaks and corners. My husband is plagued in the nighttime by its inexplicable slamming doors and, once, through the window, saw the woods erupt into flame. I, of course, slept through it. I could be surrounded by a Haunted Mansion’s worth of swirling, leaping, leering spirits and presumably I wouldn’t even notice them.

This seems very unfair, given how open I am to the possibility. My sophomore year of college, I won a single room in the housing lottery. It was very tiny, but I liked that; I’ve always preferred enclosed spaces. I arranged it very cozily, too: I remember I had a red paper lantern over my light bulb (I’d gotten that from Pearl River Mart) and had brought my little chintz-colored armchair—the first thing I’d ever gotten at auction, for a dollar—all the way from home. There was a patchwork quilt on the bed and a Stettheimer print on the wall, and even though my massive secondhand desktop took up a lot of space and a heating pipe ran through the center of the room, I thought it was pretty great.

I’d been living in my room for a couple of weeks when an older student said to me, “Aren’t you scared living there?” When I said why, he looked at me pityingly and said, “You mean you don’t know?” and then explained that the room was known to be haunted. This guy had a reputation for being an ass with pretensions to being sinister, and normally I gave him a pretty wide berth, but of course I was eager to know more. It seemed, he said, that when the building had served as a boardinghouse for respectable career women in the 1890s—this, at least, was true—a resident had hanged herself from the ceiling of my room. And! In the years since, she’d been seen, and more than once. Most memorably, someone had seen her hanging outside the window, wearing a nightgown, and “making weird faces.”

“What kind of weird faces?” I asked suspiciously.

“You know,” he said, and kind of rolled his eyes around and darted his tongue in and out of his mouth. It didn’t inspire confidence.

I was still pretty psyched, though, and hastened to tell my boyfriend. Like me, he was very pro-ghost. “I just don’t understand people who don’t believe in ghosts,” he said once, very intensely, early in our relationship. But also like mine, his was a pure faith: he’d never seen anything even approaching a ghost, and was eager to do so. We sat in the room, night after night, trying to scare ourselves. We got snacks. Once, we stayed up all night. But nothing happened; it just felt like a dorm room. I remember, while living there, being very sad, often distressed, sometimes frightened about the future or money or failing grades. But never the tangible terror it seemed a ghost would bring.

There were two student suicides that year, in quick succession. Over the course of my college years, there would be five. Each time a student killed himself, we were called to last-minute emergency meetings, often late in the evening, and the resident advisor would tell us, very soberly, that someone had died. There were never details; you gleaned these later, from rumor and the school paper, and then the flags would fly at half-mast. If you did not live in the dorms, sometimes seeing the flags on campus was your first indication. And then you’d hear things, horrible things, about family pressure and emotional instability and pills and rooftops and the grisly discovery of the body. Even more students killed themselves between terms or on medical leave. They just didn’t come back.

That summer, my boyfriend and I went backpacking in England. We stayed in a medieval inn—a B and B, really—in a little village in the West Country. The very nice owners said the bit where we were staying—the oldest part of the building—was definitely haunted. We wanted it to be, fiercely. I remember I went to the bathroom in the night, down a whitewashed corridor, and the door latch dropped of its own accord, and I was thrilled and rushed in to tell him. He was very envious. The next morning, I saw by the light of day that it was simply how that latch worked, and it probably hadn’t been the doings of any ghosts at all. Still, we held it close, as evidence of … something. What, I am not sure. But it felt very, very important.

Sadie Stein is an advisory editor of The Paris Review.