Well, generally the creator of work, i.e. the author is considered the holder of intellectual property rights. But this depends on your location, some countries respect copyright of other countries. I know quite informative website on US copyright law
www.copyright.gov As far as I know you cannot put or claim copyright to the “work made for hire”. For example if you are an employee and writing stories is a part of your job the copyright goes to your employer. But if you are independent author and write on your own initiative I think you can protect your work by copyright. But merely putting © is not enough and I guess there should be some legal procedure for it.
I’m not a lawyer but you can try to ask this question on their forums.