One of his novels,
Trial and Error, does reveal extensive legal knowledge. He married Helen Macgregor in 1932; the couple had no children. Cox was one of two directors of A. B. Cox, Ltd., a firm near London's Strand, whose exact business has never been discovered. He was noted for being a genial host, an impressive letter writer, and an expert in the American idiom. He was also deeply interested in true crime cases and knowledgeable about poisons.
Cox started his literary career in the early 1920s by writing humorous sketches for Punch. Many were collected in Jugged Journalism (1925), which included a Sherlockian parody, "Holmes and the Dasher," as it might have been written by P. G. Wodehouse. The narrator is Bertie Watson, a name that spoofs Sherlock Holmes's friend and chronicler Dr. John H. Watson. A volume of short stories (Brenda Entertains, 1925) and two satiric novels (The Family Witch, 1925, and The Professor on Paws, 1926) quickly followed.
Cox's first attempt at a detective novel, The Layton Court Mystery (1925), was published anonymously. Later editions, including the American one, were signed by the author as Anthony Berkeley. In this novel Cox's series detective Roger Sheringham is easily able to deduce that an apparent case of suicide is murder and to solve a locked-room problem.
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