The Gray Phantom

Helen Hardwick, our heroine, is the sole witness to a part of a very mysterious murder, happening during a performance of a play she has herself written. There are not many clues, mostly just disturbing details, such as a chilling laughter that she keeps hearing... Could the mysterious and dangerous figure of the Grey Phantom be involved in this in any way, good or bad..? (Written by Herman Landon, published in 1921)