THE PROBLEM IS SOLVED Thanks to mcvilla.
After Installing Exchange 2007 SP3 and installing Exchange 2007 SP3 Rollup6 the problem was solved.
All day events are displayed ok.
Download Exch2007 SP3
Download Exch2007 SP3 Rollup6 (KB2608656)
This only fixes the problem if you are on Exchange 2007, most of us are are newere additions.
In fact, if you do an all day long event in Calndar.app in mavericks connect to an Exchange server, the event is shown in ALL the day in the same App, and iOS.
For information, i'm talking with a shared calendar.
I haven't found any solution yet.
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