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I wrote the following as an example:

There are Christian men who pretend to be virtuous while at the same time committing sins like adultery like it was nothing. I say "Blasphemy!" However blasphemous it is, non-Christian men do so too, so this is a criticism we can raise against all men and not just Christian men.

I am wondering if it's better to keep the exclamation mark inside the parenthesis, or put it outside. I seems more natural, but I said it's better to keep it inside.

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In general, punctuation that is associated with the contents of the quotations marks should stay within the quotation marks. Authorities differ as to whether punctuation not associated with the content should be inside; some style guides strenuously recommend never having a punctuation mark immediately after the the closing quotation mark. Authorities also differ as to whether punctuation inside such marks - such as your exclamation mark - affect the text around them, such as that mark ending the sentence. When writing fiction, it is generally accepted that narration can continue after a piece of dialogue without regard to the sentence in the punctuation ending, as long as it is ended with a question mark or exclamation mark. This is especially important when you need a speech tag afterwards. For example:

"What are you doing?" she asked, shocked to see him digging through her personal papers.

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  • So the sentence doesn't need fixing?
    – Sayaman
    Feb 27, 2019 at 23:51
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    I think it's fine; I would write it slightly differently, but there's nothing I would call 'wrong'. However, you might find that some teachers don't like it - and it would be hard to predict what they won't like about it. That's what we get for not having hard-and-fast punctuation rules agreed by the entire English-speaking world.
    – SamBC
    Feb 27, 2019 at 23:55

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