Those who are interested in theoretical issues relating to the thriller
might want to check out my book...

THE SUSPENSE THRILLER: FILMS IN THE SHADOW OF ALFRED HITCHCOCK, by Charles
Derry, published by McFarland in 1988.

Unfortunately, the book is no
longer in print.  Nevertheless, the book does deal, in great detail, with
all the questions that have recently been posed to this list, including
potential distinctions between the thriller and horror, distinctions
between the thriller and the mystery.  As well, there is detailed
psychological analysis on the issue of how it is that we may enjoy going
to films that make us uneasy, providing theories largely taken from
psychoanalytic theory.  For people interested in THE SIXTH SENSE
specifically, the chapter "the psychotrauamtic thriller" may be
especially instructive.

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Screen-L is sponsored by the Telecommunication & Film Dept., the
University of Alabama: http://www.tcf.ua.edu