This study investigates how investor communication on a Chinese online stock forum influences stock comovement. It finds that stocks discussed together in a dedicated subforum exhibit substantial comovement, especially when discussion is intensive. The effect is stronger for stocks with higher information uncertainty. Stocks co-discussed on the forum show increased trading activity and more correlated trading. A trading strategy leveraging communication-driven comovement yields abnormal returns, demonstrating the significant impact of investor communication on asset prices.