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In authentic speech, it is common for sentences to be interrupted by other speakers or actions occuring.
Dialogue interruptions - more than one speaker
Em dashes (not to be confused with hyphens or ellipses) are used to indicate that a speaker has been interrupted mid-sentence by another character. The em dash should be placed directly after the final word the speaker gets out before being interrupted (with no extra space) and inside the closing quotation mark.
You can create an em dash in MS Word by holding down the Ctrl and Alt keys and pressing the minus key on the number pad (Windows) or holding down the Option and Shift keys and pressing the Hyphen key (Mac).
Dialogue interruptions - single speaker
Dialogue by a single speaker can also be interrupted by a dialogue tag and/or action. If the line of interrupted dialogue is one complete sentence, commas are used. If the line of interrupted dialogue is two sentences, a full stop should be used following the dialogue tag. You will often have a choice about whether to render the interrupted line of dialogue as one or two sentences.
If dialogue is interrupted by action only (i.e. with no dialogue tag), you can indicate this with a pair of em dashes. Note that on this occasion they sit outside the quotation marks and have spaces either side.