The story of Miss Frances Holladay begins with a Wall Street mystery, with scenes shifting soon afterward to an ocean steamer, and then to France. This is one of the new and artistic style of detective stories, somewhat in the vein of Conan Doyle. The tale begins with the finding of a New York banker stabbed to death in his office. Suspicion falls on his daughter. A kidnapping and pursuit over seas follow. The story contains a minimum of horror and a maximum of ingenuity.