Well, that's actually a tricky question, Some come to an end unfinished either the author, for some reason, never completes it (actually know of one author that died) or the publishing company stops distributing.
Also there are stories that have a story conclusion but the author will continue the series on a different arc, like Vampire Knight. Or they could possibly decide to extend the story due to popularity, like Fushigi Yuugi.(in my opinion dragged on too long)
But when a story is totally finished it should say end (which sucks when i see that on a particularly good story an it ends up being a one shot), and/or the author themselves will specifically say so in the end comments.