This study investigates the influence of online stock forum messages on stock price synchronicity using data from the Eastmoney Guba forum in China. The research reveals a significant negative relationship between the volume of Guba messages and stock price synchronicity, indicating that these messages contribute to better incorporation of firm-specific information into stock prices. The effect is more pronounced for messages with a negative tone and persists even when accounting for media reports and firm-specific factors. Additionally, Guba messages are shown to enhance firm information disclosure quality, reduce stock price crash risk, and decrease stock return volatility synchronicity.