None of his books use quotation marks for direct speech. For example:
— Will he come? The jejune jesuit!
Ceasing, he began to shave with care.
— Tell me, Mulligan, Stephen said quietly.
— Yes, my love?
— How long is Haines going to stay in this tower?
Buck Mulligan showed a shaven cheek over his right shoulder.
From Ulysses, Chapter 1.
The fellows talked together in little groups.One fellow said:
—They were caught near the Hill of Lyons.
—Who caught them?
—Mr Gleeson and the minister. They were on a car. The same fellow added:
—A fellow in the higher line told me.
From A Portrait of the Artist as a Young Man, Chapter 1.
Is there some particular reason?
Edit: Before reading the comments and responses I was not aware that the use of quotation dash was common in other languages. My purpose for asking the question was, as someone guessed, to find out whether Joyce aimed to achieve some theatrical effect or maybe introduce purposeful ambiguity by choosing the dash over the quotation mark. Or did he want to use the device that is common to plays - and if so did he explicitly ever mention why they are preferable to him?
I do not think that it is a question for English Language and Usage because I am not questioning whether it is correct to use them, only what literary effect would someone gain by using them.