Cynthia Asquith (ed) - The Black Cap: New Stories of Murder & Mystery (1927)
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This collection of mystery stories, right in the early Golden Age, looks promising. I haven't read any of it yet but just look at that author list - D.H. Lawrence, Arthur Machen, Elizabeth Bowen, Somerset Maugham and on the slightly less highbrow literary scale Edgar Wallace, Hugh Walpole, Oliver Onions. It even opens with a draft of a play by J.M. Barrie.
Many of these authors were personal friends of Cynthia Asquith, daughter of a Scottish politician who married Herbert Asquith (himself a poet, novelist and son of the former Prime Minister). Asquith wrote some fiction herself but is mainly remembered for anthologies of supernatural fiction, most notably the 1927 Ghost Book but also ones like 1931's When Churchyards Yawn (which included many of the same authors as this book) and 1935's My Grimmest Nightmare.