Research has actually been carried out on this very topic – there is no definite answer and much debate.
Psychology Today says that friendship between men and women is not impossible. It will, however, require finding friendship goals that match your own with clear communication.
They say that if you do desire to be "just friends," it might be better to choose friends who are already in a romantic relationship because that way you can have a satisfying chat, be a good friend, and there is no frustration!