Information disclosure, inter alia, has a tremendously increasing impact on the stock market. This study aims to investigate the reaction of stock market to the mandatory disclosures in Qatar Stock Exchange (QSE) for the period 2020-2022. To be precise, the paper investigates the market reaction as indicated by the trading volume and stock price change to disclosure of periodic financial reports (quarterly, semi-annual, and annual) and company news and, subordinately, the relationship between trade volume and stock price change of the 47 (±1) traded listed companies on the QSE for the period spans from January 2020 to October 2022. Trading volume, all market share index value and stock price change were descriptively analyzed, then investigated using a one-to-one period approach, pre and post disclosure. In consistency with a priori predictions, the result shows significant market reaction as indicated by the volatility of both trade volume and stock price change. Moderate evidence is given to support the market reaction to the periodic disclosure other than annual financial reports. Additionally, findings show a weak positive relationship between trade volume and stock price change. Interestingly, the investigation provides substantial support to the weak form market efficiency, at least for the widely traded stocks. This indicates that insiders are not being better informed about the company’s true value than outsiders in the QSE. Finally, results support to the widely held belief, but heretofore undocumented evidence from the region, that permanent disclosures provide information benefits to investors and, hence, greater benefit.
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