The most common and most likely answer to this crossword clue is the 9 plus 5 letter word QUOTATION MARKS
I've seen this crossword clue in The Sunday Telegraph
Q
U
O
T
A
T
I
O
N
M
A
R
K
S
Buddy explains!
The straight part
We know that "They include speech" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case they include speech = quotation marks.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.