Is there a way for more effective web caching?

Consider a typical web page. It contains a lot of resources that changes rarely if at all. HTTP Caching help to reduce amount of transfered data.

But we still need one request for one file. And it takes significant amount of time.

What if we create list of files that changes infrequently and used often. We can get information about changes in one request.

What do you think about this?