Of course, Cicero didn't tell it quite the same way. One thing that struck me was that they didn't seem all that different from modern ghost stories. In many ways, today's ghosts are just following in the footsteps of their fore-specters. Modern or ancient, they usually come in shades of black, white, and smoke, though they often look just like they did in life. They generally show up in the dead of night, vanishing by dawn.
Dogs always know they're around.
Typically, a haunted location is the ghost's former home or the spot where the person died. He first hears the clank of chains, and the sound grows louder and louder, until suddenly the ghost appears. The philosopher follows the beckoning phantom to the courtyard, where it vanishes. The next morning, he has magistrates dig up the spot where the ghost disappeared. They find the bones of a man, shackled and chained.