The Mystery Road by  E. Phillips Oppenheim (Kindle Edition)

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As good a story as Mr. Oppenheim has written. It begins on a farm near Monte Carlo, and centers around a charming little French girl who runs away from home and a mysterious Russian woman, and their experiences with two young Englishmen. Part of the plot is laid in London and part in Russia. There is romance a plenty and stirring adventure.  --Advance, Volume 108