In English, there are different ways to describe an occasion when you spend the whole night. 

  1.  'Pull an all-nighter' is generally used when students spend the night studying or doing written work in university.
  2.  'Burn the midnight oil' is used in both case of studying and working at the office. 
  3.  'Stay up' can be used in any situation to describe doing different activities. For example, you stay up late studying, dancing and working.
     

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