At the first instance of bullying, the bullied kid must not run even if he feels that he needs to in order to save his life. He must look the attacker in the eyes and firmly say without crying "Leave me alone!" or "Don't you ever scare me!" Advice him though to first check whether it is safe to approach the attacker because attackers sometimes have deadly weapons with them. Then, he has to inform an adult about what happened because doing so can limit the bullying instances if not totally stop it.
There is also what you call emotional bullying. This has worsen these days especially now that the use of social media is rampant - cyber bullying as it is known today. It is quite difficult to know whether kids is suffering from this as they tend to hide it from their parents. You can only help your child cope up with this emotional bullying once you have known about it and once you have gained your child's trust regarding the issue. To help your child, start by letting him know that nobody is perfect and that he can't please everybody. Assure him that whatever happens that you - his family - will be there for him.
