Writing a reference-list also allow the reader, or the person marking the paper, to check the original sources if they require more detail.
Your bibliography, often called a citation list, always comes at the end of the paper, and it must include all of the direct sources that you referred to in the body of the paper.
For the vast majority of scientific papers, APA or MLA style references are used, alphabetically ordered by the surname of the author. For any sources with no author, use the name of the organization or website or, if there is no other choice, use the title of the work.
As with in text citations, it is important to stick to one style and avoid confusing the reader.
All entries in the bibliography should be in alphabetical order, and they should use a hanging indent.
If you use more than one source from the same author, you should order them by date and then by the first letter of the title, if the year of publication is the same.
Writing a Biography - Some Examples of APA and MLA Format
It is impossible to list all of the permutations for the various types of sources used here.
As for APA and MLA citations, here's how to write a bibliography:
Book With One Author
Milgram, S. (1974). Obedience to Authority. New York: Harper & Row.
Milgram, Stanley. Obedience to Authority. New York: Harper & Row. 1974
Book With Two Authors
Argyris, C., Schön, D.A. (1996). Organizational Learning II. Addison-Wesley.
Argyris, Chris and Donald A. Schön. Organizational Learning II. Addison-Wesley, 1996.
Use the term "Ed." if there is only one editor. "Eds." is used if there are two or more editors (This applies for both the APA-standard and MLA-standard).
Deutsch, M. (2000). Cooperation and Competition. In M. Deutsch and P. Coleman (Eds.) The Handbook of Conflict Resolution: Theory and Practice (pp. 21-40). San Francisco: Jossey-Bass Publishers.
Deutsch, Morton. "Cooperation and Competition". The Handbook of Conflict Resolution: Theory and Practice. Eds. Morton Deutsch and Peter Coleman. San Francisco: Jossey-Bass Publishers. 2000. 21-40.
(If there are more than six authors, list the first six and then use: et al.)
Quattrone, G.A., Tversky, A. (1984). Causal versus diagnostic contingencies: On self-deception and on the voter's illusion. Journal of Personality and Social Psychology, 46 (2), 237-248.
Quattrone, George A. and Amos Tversky. "Causal versus diagnostic contingencies: On self-deception and on the voter's illusion." Journal of Personality and Social Psychology 46.2 (1984): 237-248.
(Change "6 Jul. 2011" with the date you retrieved the website)
Nisbett, Richard E. and Timothy DeCamp Wilson. "The Halo Effect: Evidence for Unconscious Alteration of Judgments." Journal of Personality and Social Psychology, 35.4 (1977), 250-256. Web. 6 Jul. 2011. <http://osil.psy.ua.edu/672readings/T6-SocCog2/haloeffect.pdf>
There are many more subtle variations when writing a bibliography and the whole process of creating a bibliography can be a minefield.
The above sources contain plenty of information about the correct format, but remember to check with your supervisor. The supervisor also might help writing a reference if you have trouble with a particularly difficult citation.
Many academics have their own preferred style, and they will be the ones marking your research paper, so it is best to stick to what they say.