midnight
`` If it had been a ghost it would have caught up with us , '' answered Molly , while Nance in the same breath said emphatically : `` I do n't believe in ghosts . '' Nance and Molly were heroines for several days after this , and during this time the `` ghost '' did not reappear on the campus , although a close watch was kept for her . The Williams sisters insisted on walking down the avenue every night at half past nine in hopes of seeing a real phantom , but she was careful to keep herself well out of sight during this vigilance . One night some ten days later , just as the town clock tolled midnight , Molly waked suddenly with a draught of cold air in her face . She sat up in bed and glanced sleepily through the open door into the sitting room . `` Where did the air come from ? '' she wondered , and then noticed that Judy 's door was open and slipped softly out of bed .