Raymond Chandler [1888–1959]
The Lady in the Lake [1943]
From Wikipedia:
Derace Kingsley, a wealthy businessman, hires Marlowe to find his estranged wife Crystal. Although separated from his wife, Kingsley fears that Crystal - rich, pretty, spoiled and reckless - may have gotten herself into a scandal that could jeopardize his own position with the shareholders of the company he runs. The last definite place Crystal was known to have been was at a resort called Little Fawn Lake. And Kingsley had received a telegram from Crystal about two weeks before, (dateline El Paso, Texas), stating that she was divorcing him and marrying her gigolo boyfriend, Chris Lavery. But when Kingsley ran into Lavery in L.A., and asked him "where's Crystal", Lavery tells him that he hasn't seen her, wasn't with her in El Paso, doesn't know where she is, and never agreed, or wanted, to marry her…
http://en.wikipedia.org/wiki/The_Lady_in_the_Lake
This is the novel of “The Lady in the Lake.” There is also a short story with the same title, which can be found in the collection, “Trouble Is My Business” (already uploaded).