What makes a book a can't-put-down?

I have just finished reading the second of two books that are historical mysteries.

The first one I almost didn't finish--I was getting confused by all the people and plots and I guess the characters were not sufficiently multi-dimensional to make me care about them--and what happened to them. I have another book by the same author and it will be interesting to see if the same is true in this book.

But yesterday I began reading the other book, and not only did I stay up late reading it, but I have done absolutely nothing else today (except get dressed, eat, and pet the cat) but read it. I became totally involved in the situation and the people. And yes--I will be buying more books by this author.

The second book even has a bibliography of sources for the historical material!

And now I need to read something a bit more constructive, although I am a firm believer in the adage that time spent reading is never time wasted.