 Murray's interest in folklore led her to develop an interest in the witch trials of Early Modern Europe. In 1917, she published a paper in Folklore, the journal of the Folklore Society, in which she first articulated her version of the witch-cult theory, arguing that the witches persecuted in European history were actually followers of "a definite religion with beliefs, ritual, and organization as highly developed as that of any cult in the end". She followed this up with papers on the subject in the journals Man and the Scottish Historical Review. She articulated these views more fully in her 1921 book The Witch-Cult in Western Europe, published by Oxford University Press after receiving a positive peer review by Henry Balfour, and which received both criticism and support on publication. Many reviews in academic journals were critical, with historians claiming that she had distorted and misinterpreted the contemporary records that she was using, but the book was nevertheless influential.
