Houdini's Final Incredible Secret: How Houdini Mystified Sherlock Holmes' Creator, by Bob Loomis, includes references to the SPR's Proceedings from 1886 and 1887. The book can be purchased from Amazon, UK and US. The blurb states:
'After twenty years of painstaking research, Houdini’s last great riddle has finally been solved. This unique book investigates the baffling intimate performance Houdini created for his friend Sir Arthur Conan Doyle. The exploit made the creator of Sherlock Holmes insist that Harry had employed occult or supernatural powers to accomplish it. As bestselling author Richard Wiseman points out in this innovative book’s introduction, it also describes the very fabric of magic itself, including the complex relationships between each generation of performers, the way in which tricks evolve over time, and ultimately, the surprising truth about the fundamental nature of mystery.'