To document your research, use the citation format that has been established for your discipline. Style manuals explain these formats in detail. The most common formats are:
MLA for the arts and humanities
Style manual: MLA Handbook for Writers of Research Papers
The Modern Language Association website has an FAQ on MLA style.
APA for the social and behavioral sciences and medicine
Style manual: Publication Manual of the American Psychological Association
The American Psychological Association website has “style tips” on APA style.
Scientific journals have their own formats, which you find by examining an issue of the particular journal.
“Chicago” is an all-purpose citation format, developed at the University of Chicago. Its style manual is The Chicago Manual of Style. “Turabian” is a simplified Chicago format, named for Kate Turabian, who developed it and wrote its style manual, A Manual for Writers of Research Papers, Theses, and Dissertations: Chicago Style for Students and Researchers.
There are many citation guides on the web. We recommend, for example, Citation Style for Research Papers from Long Island University, which has examples for MLA, APA, and other commonly used formats.