You can make an “in-depth” study of a subject by studying it “in depth,” but never “indepth.” Like “a lot” this expression consists of two words often mistaken for one. The first, adjectival, use of the phrase given above is commonly hyphenated, which may lead some people to splice the words even more closely together.
“Indepth” is usually used as an adverb by people of limited vocabulary who would be better off saying “profoundly” or “thoroughly.” Some of them go so far as to say that they have studied a subject “indepthly.” Avoid this one if you don’t want to be snickered at.
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