The Necklace Affair (Captain Lacey, #4.5)

Captain Lacey agrees to track down the missing necklace of a society matron and prove the innocence of her maid, who has been arrested for the theft. Lady Clifford declares that the rival for her husband's affections has stolen the necklace, but Lacey soon realizes that the problem is not so simple. He recruits Lady Breckenridge to infiltrate the Clifford household, while Lacey and his friend Lucius Grenville follow other leads. The investigation digs up scandal and past secrets, and Lacey finds himself competing with the underworld criminal, James Denis, for the necklace's retrieval.

This is a 25,000-word (ten-chapter) novella. The events occur between the end of The Sudbury School Murders (Book 4) and the beginning of A Body in Berkeley Square (Book 5).