From The Life of Casare Borgia:
Without entering here into a dissertation upon the historical romance, it may be said that in proper hands it has been and should continue to be one of the most valued and valuable expressions of the literary art. To render and maintain it so, however, it is necessary that certain well-defined limits should be set upon the licence which its writers are to enjoy; it is necessary that the work should be honest work; that preparation for it should be made by a sound, painstaking study of the period to be represented, to the end that a true impression may first be formed and then conveyed. Thus, considering how much more far-reaching is the novel than any other form of literature, the good results that must wait upon such endeavours are beyond question. The neglect of them--the distortion of character to suit the romancer's ends, the like distortion of historical facts, the gross anachronisms arising out of a lack of study, have done much to bring the historical romance into disrepute. Many writers frankly make no pretence--leastways none that can be discerned--of aiming at historical precision; others, however, invest their work with a spurious scholarliness, go the length of citing authorities to support the point of view which they have taken, and which they lay before you as the fruit of strenuous lucubrations.
I have been reading his Historical Nights Entertainment, Parts 1 & 2, which are collections of vignettes of famous historical moments in a novel-like narrative. (Many of them were originally published individually in magazines.) Scholarly and scrupulously honest, he prefaces each collection by what sources he could find and the choices me made in how he portrayed it.
And it is wonderful stuff.