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With all due respect to Lauren's answer, there is a fourth rule. 4) Speech that is incidental to action stays with the paragraph that describes the action. That is, if the character runs, jumps, y...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/48266 License name: CC BY-SA 4.0 License URL: https://creativecommons.org/licenses/by-sa/4.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/48266 License name: CC BY-SA 4.0 License URL: https://creativecommons.org/licenses/by-sa/4.0/
#2: Initial revision
With all due respect to Lauren's answer, there is a fourth rule. 4) Speech that is incidental to action stays with the paragraph that describes the action. That is, if the character runs, jumps, yells "Stop", and tackles the person they are chasing, that is one action paragraph, including the dialogue. In prose, action usually stops for dialogue. It is too confusing to mix the two. But when words are an element of the action, they stay with the action.