An all-nighter was a study or work session which lasted, as its name suggested, an entire night.
In 2373, after asking a sleepy Kes whether she had done an all-nighter, Janeway defined it as "The fine art of putting off an important task until the last minute, then rushing through it." (VOY: "Darkling")
In 2376, while comparing her study habits with Tal Celes, Janeway shared her propensity for all-nighters. Celes then admitted she had done the same, every night, claiming it was the only way she passed her courses. (VOY: "Good Shepherd")