Hawker's Poor Man's Concordance And Dictionary 
The children of Israel were used to call five books, namely, Ecclesiastes, Solomon's Song, Ruth, Esther, and the Lamentations of Jeremiah, by this name, which means a roll, or volume.
Hastings' Dictionary of the Bible 
Megilloth See Canon of OT, Â§ 8 .
Cyclopedia of Biblical, Theological and Ecclesiastical Literature 
( מְגַלּוֹת , Rolls , from גָּלִל ). The Hebrew MSS. were on rolls of parchment, usually written on one side, though sometimes also. on both ( Ezekiel 2:10). Afterwards the term מגלה was used of a Book consisting of several leaves fastened together ( Jeremiah 36:23-24); once it occurs in Scripture as designating the Pentateuch ( Psalms 40:8 ). In later Jewish usage the term Megilloth was applied to the five books, viz. Song of Songs, Ruth, Lamentations, Ecclesiastes, and Esther, which were read on certain festivals in the synagogue. (See Haphtharah). The title of Megillah was used Κατ᾿ Ἐξοχήν of the book of Esther, (See Book Of Esther); and from this it is supposed it was transferred to the others. To the reading of this at the Feast of Purim special importance was attached by the Jews (Talmud, Tr. Megillah, ed. Surenhus. 2:387). (See Roll).