Raymond Chandler was the author of a 1938/1945 Philip Marlowe short story called The King In Yellow. Many of his stories are set in Bay City (for Santa Monica). It would seem that the confusion over the dating is due to the story originally having been published with Steve Grayce as the detective, only for his name to be replaced with Philip Marlowe when it was republished (click here for more on this, in the introductory paragraph of 'short stories').