Shadow Lady - Katsura, Masakazu

In the gothic Gray City, there lives a 17-year-old girl named Aime Komori, very clumsy and shy. But during the night, she uses her magic eyes powder, and she turns into Shadow Lady, an expert thief with great abilities, beautiful and daring. During the night, she must take care of not being captured by the police, especially the Inspector Dori, who always puts an obsessive energy in trying to catch her.

(Source: ANN)
Included one-shot:
Volume 3: Shadow Lady (pilot)

Shadow Lady was published in English by Dark Horse Comics, initially in 24 issues plus a special containing the pilot episode from October 14, 1998 to October 11, 2000. The tankoubon volumes were published from October 13, 1999 to May 9, 2001. The volumes (and comic story arcs) were subtitled Dangerous Love, The Awakening and Sudden Death.