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I agree with Claudia -- the spelling of these names is a matter of personal preference.

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With the particular example of Joanne, though, I think it's probable that one could say that those who respell this as two separate names, with or without the hyphen, are emphasizing that they are reinterpreting the name as being a blend of Jo and Ann rather than just a French form of Joanna. So I think the Jo-Anne, JoAnne, etc. spellings probably are even more likely to be thought of as feminine forms of Joe or Joseph than the original spelling Joanne is.