The concept paper, the research proposal, and the research report are all parts of a formulated research project that culminates in a final research paper.

The concept paper is the initial writing step of the research project in which you gather your initial thoughts. The concept paper allows you to think about and record what the core questions and focal components of your research project are.

The research proposal is the next step of preparing to begin your research project. The research proposal is usually reviewed by a team of experts of the field of study, such as PhD professors at a university, who can approve the research proposal. At the point of approval, one can then begin the actual research project. The research proposal includes an extensive outline of what will be researched, the methods of research, the possible problems involved with the research, and a literature review of what is already known.

The research report is the culmination of all your research and conclusions in written form. The research report will include what you researched, how you conducted the research, what your findings were, what your conclusions are, and, often, implications or questions for further study.

There is a difference between a concept paper, a research proposal, and a research report. A concept paper usually reflects an issue that is of interest to a writer. The paper provides an opportunity to have a deep discussion about the specific issue or issues. The concept paper may advocate for certain ideas or policies to be followed.

A research proposal is an attempt to get permission and/or funding to pursue a project that is of interest to the individual making the proposal. This proposal should include the what, why, and how of the project. The author should state what they are going to do, how they are going to do it, and why they want to do it.

The research report is the actual paper or project that shows the results of a person’s research. This is often presented in a formal setting and may be used to grant the author an advanced degree. The report should include an introduction, a review of the literature, an explanation of methods that were used, the results that were obtained, and a discussion of findings.

All three of these are stages in doing professional research.  You can kind of think of it in architectural terms: sketches, blueprints, and finally building the house.

1. Concept paper -- A concept paper is putting your idea onto paper. It includes what the question is, what is already known about that question, and why the question is worth expending energy on in the first place.  It also typically includes information about areas that might be problematic from a research standpoint, and also a proposed list of sources.  In a lot of ways, a concept paper is used to focus your thoughts and it might not be seen in an "official" way by anyone else.
2. Research proposal -- This is the bit that actually can get a "green light" and allows a person to begin research.  It is usually what would be examined by "experts" in an academic setting.  It is more detailed than the concept paper because it has to prove that the research is needed, and it also has to detail the methods that are going to be used in collecting data.  There is also typically an extensive "literature review" of what's already known about the topic. 
3. Research report -- This is actually doing the work of putting the report together.  It includes your research and conclusions.  It is the work that will either be accepted as valid or rejected by those who read it.  A research report follows a strict outline and must be created with a high level of professionalism. 

What are the differences among these documents: a concept paper, a research proposal, and a research report?

A concept paper is part of a research project. In this type of paper the student will outline what the topic is that the project is about, why it is worth researching and how the student will preform the research they are writing about. This is a report that precedes carrying out the research or experiment.

A research proposal is similar to a concept paper in that it addresses a specific research project or experiment that you want to complete however it goes into more detail of the research or experiment than the concept paper. In a research proposal you will include literature review in support of the research question and hypothesis as well as a methodology for how the experiment will be carried out. This will include information such as subjects, tools used to collect data, and how data will be analyzed to ensure that the research or experiment is ethical. Unlike a concept paper a research proposal will also be seeking approval from a governing board in order for the student to move forward with the research or experiment.

A research paper is an academic paper in which the student must take a stance on a topic and either analyze information to form a conclusion or take a stance on a topic and make an argument.  This type of paper can be a stand alone paper not tied to any other projects or it can occur after research or an experiment has been completed.  In the event that it occurs after research or an experiment has been completed the research paper will explain the purpose of the research topic, the process of the research and discuss if the results prove or disprove they hypothesis.

OWL, Purdue University