Sterling Memorial Library, home of Yale's Poorvu Center for Teaching and Learning (image from https://map.yale.edu)
Yale University's Poorvu Center for Learning and Teaching has an excellent set of resources on academic honesty and citation practices.
Start with their Using Sources section to find great resources on how and when to cite sources.
Every scholar (INCLUDING YOU!) must cite their sources, both primary and secondary.
This is to allow other scholars (including you!) to follow the trail of evidence being used to support an argument.
References can be in several formats, depending on the citation style used.
The styles used most often in the humanities are Chicago Manual of Style and MLA Style ("MLA" stands for Modern Language Association)
For information on interpreting APA Style (American Psychological Association) references and references from other social-science styles, see our Mining Reference - Social Sciences research guide.
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For information on citing in Chicago Manual of Style, see these resources:
For information on citing in MLA Style, see these resources:
For information on citing in APA Style, see these resources:
Shane Landrum, Florida International University, explains how and why historians use footnotes. Many of these concepts are applicable to other humanities disciplines.