I suppose that my first Asian detective was Mr Moto. I was too young to have witnessed the movies that catapulted John Marquand's Japanese character into public consciousness, but I came across at least a couple of the novels early in my Chinese career. The appeal then to me was that the Mr Moto stories were set in pre-WWII China, which was a fascinating time in world history, and especially in the history of China. Although with the missionary movement of the 19th century contact between the United States and China can be said to have begun, it was probably that crazy period between the two world wars when Things Chinese were fairly common in American culture.
Marquand evidently traveled in China and Japan before WWII, and although a well respected author of contemporary American literature, started the series of Moto serializations that, to some degree, have seen a greater fate than his serious fiction.
And, gosh, there have been a lot of Asian mysteries since then.
One clear source is the large number of Western expatriates resident in any Asian country. The writers of Thai detective novels (that I know about) are in this category. Another is the Westerner who simply visits—perhaps only once—and has such a remarkable time that it spurs him to create his character in that image. Earl Biggers did that with Charlie Chan. Lisa See has Chinese racial roots, and got to writing while investigating those.
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Here's to discovering who done it—in Asia!
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