With "A" this has an abrupt start, but it depends on the context. I would say: This is a thriller in which a female journalist investigates a string of murders near the American-owned factories on the Juarez/El Paso border.
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A thriller in which a female journalist investigates a string of murders near the American-owned factories on the Juarez/El Paso border.
Is the above a sentence? No.
If not, why? It's a fragment.