Following up on Stewie's posting quoting me from another source ...

John Russell David's PhD dissertation "Tragedy in Ragtime: Black Folktales from St. Louis" gives an enormous amount of information about the killing of Officer Brady by someone, officially Harry Duncan.

This work is readily available from University Microfilms. It is really excellent in its treatment of "Frankie," "Duncan and Brady," and "Stack Lee," all of which are about St. Louis crimes. Russell goes to original sources, newspaper accounts and court records, as well as interviews, etc.