Nusret Cakici, Christian Fieberg, Gabor Neszveda, Robert Bianchi, and Adam Zaremba, authors of the January 2026 study “A Unified Framework for Anomalies based on Daily Returns,” challenged how we think about short-term return patterns in stock markets. Their research reveals that the wealth of information contained in daily stock returns has been hiding in plain sight—and when properly extracted, ...