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You must cite any direct quotation, summary, or paraphrase of any idea or fact from your research. Citing sources is giving credit to the original author and publication where you found the information. Not citing sources is plagiarism and you may be subject to academic discipline.
By referencing the work of scholars and other professionals, you demonstrate that your own research is based on solid, reliable information and that you are capable of critical thinking by being able to synthesize that research into your own.
By citing sources, you provide the information readers of your paper need in order to locate the same sources that you did.
Part of your research is built upon the research of other people. In the scholarship tradition in the United States, it is considered respectful and fair to give them credit for their hard work (just as you might hope someone would give you credit if they were quoting your own work!)