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SXC [link]
and painting. >:}

Exert from the Lexicon [link] :
The Grey Lady (Ravenclaw ghost) Ravenclaw.
Very little is known about the Grey Lady apart from the fact that she is very tall and she is the resident ghost of Ravenclaw. Harry and Ron encounter her gliding past in the corridor while out looking for the Mirror of Erised (PS12). According to a letter written by JKR to Nina Young, the Grey Lady is "a highly intellectual young lady" and a woman with strong scholarly or literary interests. "She never found true love as she never found a man up to her standards."

So how do we know that the Grey Lady is the Ravenclaw ghost? JKR showed a page from her notebook in a televised interview. Clearly visible on that page was the list of house ghosts which indicated that the Ravenclaw ghost was the Grey Lady. In the film, she appeared a number of times. She was sitting at a desk in MacGonagall's classroom when Harry, Ron, and Hermione came bursting in, demanding to talk to Dumbledore. She was also talking with Nearly Headless Nick when he told her that Harry had been made a Seeker (SS/f)

A reader sent this note:
"I thought you'd be interested to know that the ghost of Ravenclaw, the Grey Lady, could actually be or be based on the 'Grey Lady' that haunts Brodick Castle, on the Isle of Arran in Scotland. The castle was originally built by the Stewarts and was captured by the English during the Wars of Independence. In 1406 an English fleet sailed into the Clyde and destroyed much of the original castle. For much of its life the castle has been owned by members of the Hamilton family. The older part of the castle is said to be haunted by the "Grey Lady," who starved to death in the dungeons of the castle because she had the plague."