We have a helpful research guide and online presentation on this topic. The presentation is linked from the main page of the guide.
Your professors will sometimes ask you to do a literature review before starting a paper or project. Generally, the purpose of a literature review is to collect and analyze scholarly sources about a particular topic. A literature review can be a stand alone document written in order to explore the vast array of opinions, data, and voices concerning your topic of research.
Your review will normally come after the introduction to your paper and present the research that has already been done on your topic. Your Professor will have specific requirements, and the above link has some more information as well.
