(Yes, women cross-dressed for fancy dress balls! And how could the costume of the heroine from As You Like It be anything but respectable? Note that the pink lining of the cloak is not a "girly" thing; pink was considered a masculine color in the early 20th century, Click to enlarge the image.)
Doublet and hose of light-gray wool, the former trimmed with gray fur. Green velvet bodice, chemisette and puffs of Nile-green silk. Long gray cloak lined with pink.
Source: Masquerades, Tableaux and Drills. New York: The Butterick Publishing Company, 1906.