The Great Impersonation by E. Phillips Oppenheim

For the first few tangled moments of nightmare, slowly developing into a live horror, Dominey fancied himself back in Africa, with the hand of an enemy upon his throat. Then a rush of awakened memories--the silence of the great house, the mysterious rustling of the heavy hangings around the black oak four-poster on which he lay, the faint pricking of something deadly at his throat--these things rolled back the curtain of unreality, brought him acute and painful consciousness of a situation almost appalling. He opened his eyes, and although a brave and callous man he lay still, paralysed with the fear which forbids motion. The dim light of a candle, recently lit, flashed upon the bodkin-like dagger held at his throat. He gazed at the thin line of gleaming steel, fascinated. Already his skin had been broken, a few drops of blood were upon the collar of his pyjamas. The hand which held that deadly, assailing weapon--small, slim, very feminine, curving from somewhere behind the bed curtain--belonged to some unseen person. He tried to shrink farther back upon the pillow. The hand followed him, displaying glimpses now of a soft, white-sleeved arm. He lay quite still, the muscles of his right arm growing tenser as he prepared for a snatch at those cruel fingers. Then a voice came,--a slow, feminine and rather wonderful voice.

"If you move," it said, "you will die. Remain quite still."