This is actually a huge question because the answer to this is different depending on where you are specifically asking about. It varies by country to country but generally it’s a research paper where someone is making an argument and then proving that argument. It’s generally seen as more of an original piece of research than just say a run of the mill essay where you are given a topic to discuss and then use the research of others to come to some sort of conclusion. A thesis may be required to be submitted and reviewed by a panel for someone to obtain their degree, doctorate, etc.
It may take years to write. It may be short or long. It might use a lot of other research papers or not. It’s very varied.
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