I'm sure you've heard the phrase, "leave them hanging!" And when it comes to your readers, that's a GREAT phrase to apply. Whether you're going from chapter to chapter or from volume one of a series to volume two, it's the best way to leave your readers wanting more. I have read books that I can't put down--probably you have, too--because I can't stand to be left hanging. I just HAVE to go on to that next chapter to see what happens. Likewise, when a good book leaves me wanting to read the next one in the series, I can hardly wait until that next one is released.
If you want to keep your readers coming back for more, it's a good idea to implement the use of cliffhangers. What a fun word. It means exactly what it says: it's as if you have been left hanging on the edge of a cliff with no one around to help you, so you are forced to wait until another person comes along. Readers describe cliffhangers as "love-hate relationships;" they love the idea of wanting more, but they hate the idea of having to wait. That's what you, as an author, want to accomplish with your readers.
Let me give you an example: you have spent the entire book getting your protagonist to the place where he/she (and your reader) expects to find the antagonist. Your protag arrives at the spot only to find someone other than the antag who says, "Hello. I've been expecting you." And that's where you end the chapter...or the book! Now your reader is left to wonder who it is. Is it the antag? Is it someone else? Does the protag know this character? Has the person been sent by someone? Is he/she going to help the protag? Is he/she a cohort of the antag? Is it a relative? A friend? An enemy?
That's what a cliffhanger is all about.
On my deathbed I want my last words to be, "I hid a million dollars under the..." That would be the ultimate cliffhanger, wouldn't it?