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The show makes fun of its "research" often, citing that they've been hard at work since "this morning" etc. They're pretty clear that they don't dig too deep. This in and of itself is part of the joke. His little show turns up facts and information that mainstream journalism either willfully disregards or just plain misses. That's part of the satire. It's not journalism, but by its nature it's a giant fuck-you to journalism, in the same way that the daily show and Colbert are.