J. S. Fletcher 
The Charing Cross Mystery [PDF ebook] 

A retired police officer dies explosively on a train. The other man with him runs out and the remaining man works in the courts and tries to help. He, the police detective, a young woman and some other police try to figure out what is going on. Was the man killed because of a secret envelope he had that disappeared? Or was he killed because he finally found a thief he had been hunting? Or was it another reason all together?