We can say "I want to buy a new dress", but can we say
"I want to shop a new dress" ?
What's the difference between those 2 utterances?
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Grammatically, the main difference between the verbs 'buy' and 'shop' is that 'buy' is transitive and 'shop' is intransitive. For the purposes of this answer, I will describe a transitive verb as one that is followed by a direct object, and an intransitive verb as one that is not transitive. The differences are more nuanced than this brief description; I suggest looking elsewhere on this site, or elsewhere on the internet, for a more detailed analysis.
The upshot of this is that a transitive verb takes a direct object, so I can say:
I want to buy a dress,
but an intransitive verb does not take a direct object, so I cannot say:
I want to shop a dress.
It is more usual to say:
I want to shop for a dress.
Grammar aside, in terms of usage, 'buy' and 'shop' are sometimes used almost interchangeably (although the grammatical difference outlined above is always maintained), but there is usually a subtle distinction between them. 'Buying' generally implies a definite intent or desire to purchase something, usually something specific, provided that you find something that meets your needs and budget. 'Shopping' is less definite; the purpose of 'shopping' is to see what is available, or what is fashionable, or what is on special. 'Shopping' may result in a purchase, but not necessarily straight away. This difference is further exacerbated by that fact that you may go out to buy a specific item, but you may still 'shop around' to see if you can get it for a better price.