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I am a bit crazy about punctuation and I have a question that I'm struggling to find a consensus on.

For dialogue (especially in fiction), I always use the standard format:

"I told you I wanted chocolate, not banana." He sighed.
John looked up and frowned. "Well, they didn't have any."

However, I'm currently writing a travel journal (first person, naturally) and whilst the above format does occasionally work for longer exchanges of dialogue, it is often more appropriate to use inline quotations instead, e.g.

We entered a small town and stopped to see if there was a shop. John shouted "Hey look, an elephant!" and I turned around to see.

This is especially annoying at the end of sentences, as I'm never sure whether to place the period inside the quotation marks (as normal) or outside, e.g.

We entered a small town and stopped to see if there was a shop. John grabbed my arm and said "Hey look, an elephant".

We entered a small town and stopped to see if there was a shop. John grabbed my arm and said "Hey look, an elephant."

I'm sure many will have a personal preference on this but I wondered if there was an agreed standard? I'm leaning towards the latter, but this seems odd as the sentence is not entirely made up by one person's dialogue.

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Yes, there's is an agreed upon standard.

In both US and UK styles, if the sentence ends in the say you describe then the period goes inside the final quotation mark because it is not only terminating the sentence but is part of the syntax of the quotation itself.

Also in both US and UK styles, the only place for a period is at the end of a sentence. So, if the quotation comes in the middle of a sentence and finishes before the sentence does, the quotation itself does not include a period. (As in the case of your exclamation point, this may not be the case of other punctuation marks.)

Note that in your example with the elephant, you should be putting a comma after shouted. (John shouted, "Hey look . . .") Also after said in the later examples.

Finally, you can refer to Beth Hill's blog post "Punctuation in Dialogue" for general guidelines.

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