Cardiff psychotherapist Jess Mayhew takes on a worrying new client in Charlotte Williams’s Black Valley (Macmillan, £14.99), a young artist suffering from disabling claustrophobia following the death of her mother who was apparently killed when she surprised a burglar at her daughter’s studio.

Jess becomes convinced that there’s more to the unsolved case, both clinically and criminally. Somehow it’s all linked to the emergence of a reclusive new artist, an ex-miner whose work attacks capitalism’s ruination of the valley communities.

Atmospheric and full of insight, this is a psychological mystery in which, for once, non-sensationalised psychology really is the key.

Brenna Spector also has her problems in And She Was by Alison Gaylin (Sphere, £6.99). She suffers from a rare disorder, triggered by childhood trauma, which gives her total recall of every second of her life since the day of her sister’s still unexplained disappearance. Uncontrollable flashbacks make leading an ordinary existence difficult and often painful but Brenna’s involuntary superpower does come in handy in her job as a New York private investigator specialising in finding missing people.

Such an unusual set-up could have been a mere gimmick but Gaylin’s treatment of it in this highly suspenseful opening to a new series is convincing and creative.

By her own admission Jessica Gold, narrator of Dying For Christmas by Tammy Cohen (Black Swan, £6.99), has behaved like an idiot. While Christmas shopping in a London department store, she allowed herself to be picked up by a handsome stranger. Now she’s a prisoner in his posh Docklands flat — and it’s becoming obvious that she’s unlikely to leave in one piece.

Writing her last testament, Jessica is brutally frank with us about her hopeless relationship with her parents and her boyfriend, her susceptibility to unaccustomed flattery and her guilt at her own part in her terrible predicament.

And then comes the twist. You’ll need strong nerves and a strong stomach to get through this one but if you can find both you’ll be rewarded with an astonishingly tense and hypnotic anti-festive thriller.

Toni was a teenager when she and her boyfriend Ryan were jailed for murdering her little sister in Campbell River, British Columbia. Aged 34, she finally leaves prison, in That Night by Chevy Stevens (Sphere, £6.99).

The conditions of her lifetime parole include never again being allowed any contact with Ryan.

Toni just wants to find some sort of life outside but Ryan is still burning to unmask the real killers. They’ve both always assumed that the gang of girls who made Toni’s last year at school a nightmare were somehow involved.

But even if they were, how can the pair prove it without getting caught investigating — and therefore sent straight back to prison?

Unblinking scenes of teen bullying and the horrors of prison make this a harrowing read and, in all honesty, I was quite relieved when it was over. But it’s also one of the most compelling thrillers I’ve read all year.