You have to establish that your work is based on credible authorities, and throughout you should have take care to acknowledge sources (look at any of the articles in JSTOR to see the conventions about citing the works of others, and including consistently formatted bibliographies.
You should try to be selective and include those web links on which your work is based, and/or which might be worth further investigation by someone interested in this topic.
Use a list, perhaps (copy and paste even very long web addresses and place them in the correct tag). Some examples: