“We didn’t see a thing,” declared Blake, “nor hear a thing. I tell you we slept through it all like innocent little babes. The ghost might have carried us off to its den—that is if ghosts have dens—anyhow it could have carried us all off for all of Phil.” “Say, you quit!” begged the badgered one. “I’m no worse than either of you two. I’ll tell you something, girls.” And he proceeded to relate how, taking the first watch, he had slumbered through it, but how his chums were equally responsible. “It’s too bad,” said Marie. “All your work gone for nothing!” “Oh, we had a good time,” said Blake. “But we’re dead tired now. It was harder work than going fishing.” “Come on in and we’ll give you some coffee,” invited Natalie and the boys eagerly availed themselves of the chance. At breakfast they talked over again their experiences of the night. The girls were very nice about it, and didn’t laugh any more than they really felt obliged to. “But it is certainly killing!” cried Alice, “to think of you three big fellows going after one poor, innocent little ghost and then letting yourselves be robbed in that fashion.” “That’s right,” said Blake, grinning sheepishly. “And it was my best knife, too. Talk about taking candy from a baby!” “What was the matter with you, Phil?” asked his sister. “Why didn’t you carry an alarm clock? I’ll lend you my little square one if you want to make another try.” “Say, look here!” burst out Phil. “If you girls think it so easy to stay up all night, why don’t you try a watch meeting in the old mill? Why don’t you try to solve this mystery if you’re so smart?” and he fairly glared at his sister. “Maybe we will,” she said coolly. “Have some more coffee, Philly; and don’t let your temper get the best of you.” “Well,” he grumbled. “I guess anybody would.” “Well, it was a joke on us all right,” assented Blake. “We might as well take our medicine, fellows.” The boys were in better humor after breakfast, and left for their camp, promising to try and get their launch in running order and take the girls out for a ride that afternoon. “And we want to have another try for our canoe,” said Jack. “It won’t do to let that get away from us.” “Girls! Will you do it?” cried Natalie with eager, shining eyes when the boys had gone. “Do what?” asked Mabel. “Try to find the ghost of the old mill—or whoever is hiding there.” “Do you think some one is hiding there?” inquired Marie. “There must be—to take the boys’ things. And they said they made a good search all over the mill this morning, after they discovered their loss. They couldn’t find a trace, though.” “Then how can _we_?” asked Alice. “_We_ have better luck,” went on Natalie. “Look how we found the Gypsy camp. Besides, I have a theory.” “What about?” Mrs. Bonnell wanted to know. “About the hiding-place of the ghost. I think there must be a secret room in the old mill. There almost always was, in old colonial houses, you know.”