The Aunt Jane's Nieces series was written by L. Frank Baum under the pseudonym of Edith Van Dyne - the same name he used for the Flying Girl and Mary Louise series. Baum wrote 10 books about the nieces, and this series for teens was as popular in its day as the Oz books.Reilly & Britton experimented with a couple formats before settling on a look for the books. The first title had a rather severe binding, with very little ornamentation.
With the second title, a larger format was tried, with a floral design and more extensive gilt stamping - I personally like this format, it gives the book a bit more presence. Finally, a simpler cover was used in tan cloth with no gilt stamping. This style won out, and first editions of the remaining titles in the series were published this way. Below, I show the rest of the titles - three in dustjackets. 
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The first 2 titles were both issued in the larger dark green/gold stamped version...the AJN is much rarer than the "Abroad" in this format. I found it interesting that "Abroad" is issued with all the inserted illustrations, with the tan binding in the smaller size of the original AJN
I've always wondered if the more elaborate dark green binding of the first two books was meant as a gift edition, or something of that sort. Particularly since the tan version of "Nieces Abroad" seems to have been done at about the same time as the green version.
A gift edition is a distinct possibility...the early AJN series are all small...if you have a "Millville" true 1st (which is really scarce), it too is the size of the small "AJN" and "Abroad". My larger copy of "Abroad" has a 1911 inscription, while my tan 1st has a 1908 inscription...not conclusive, but thought-provoking
My green copy of "Nieces Abroad" has an Xmas 1907 inscription. I believe my copy of "Millville" is a first - the spine reads The Reilly & Britton Co., and it is in the smaller size of the early books. The books seem to have grown a touch in size by 1912 with "Nieces on Vacation", seven titles into the series.
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