“Thank you so much, Mr. Knox,” she said, “and a thousand apologies. I am sincerely sorry to have given you all this trouble.” The cab drove off. For a moment I stood looking after it, in a state of dreamy incertitude, then turned and slowly retraced my steps. Reopening the door of my chambers with my key, I returned to my study and sat down at the table to endeavour to arrange the facts of what I recognized to be a really amazing episode. The adventure, trifling though it seemed, undoubtedly held some hidden significance that at present was not apparent to me. In accordance with the excellent custom of my friend, Paul Harley, I prepared to make notes of the occurrence while the facts were still fresh in my memory. At the moment that I was about to begin, I made an astounding discovery. Although I had been absent only a few minutes, and had locked my door behind me, the pigtail was gone! I sat quite still, listening intently. The woman's story of the yellow man on the stairs suddenly assumed a totally different aspect--a new and sinister aspect. Could it be that the pigtail was at the bottom of the mystery?--could it be that some murderous Chinaman who had been lurking in hiding, waiting his opportunity, had in some way gained access to my chambers during that brief absence? If so, was he gone? From the table drawer I took out a revolver, ascertained that it was fully loaded, and turning up light after light as I proceeded, conducted a room-to-room search. It was without result; there was absolutely nothing to indicate that anyone had surreptitiously entered or departed from my chambers. I returned to the study and sat gazing at the revolver lying on the blotting-pad before me. Perhaps my mind worked slowly, but I think that fully fifteen minutes must have passed before it dawned on me that the explanation not only of the missing pigtail but of the other incidents of the night, was simple enough. The yellow man had been a fabrication, and my dark-eyed visitor had not been in quest of “Raphael Philips,” but in quest of the pigtail: and her quest had been successful! “What a hopeless fool I am!” I cried, and banged my fist down upon the table, “there was no yellow man at all--there was-----” My door bell rang. I sprang nervously to my feet, glanced at the revolver on the table--and finally dropped it into my coat pocket ere going out and opening the door. On the landing stood a police constable and an officer in plain clothes. “Your name is Malcolm Knox?” asked the constable, glancing at a note-book which he held in his hand. “It is,” I replied. “You are required to come at once to Bow Street to identify a woman who was found murdered in a taxi-cab in the Strand about eleven o'clock to-night.” I suppressed an exclamation of horror; I felt myself turning pale. “But what has it to do------”