This study analyzes the firm specific determinants of stock price synchronicity in Pakistan for the period of 2005 to 2015.For this purpose balanced panel firm specific data of 100 non financial firms are used. The results indicate that the firm size, liquidity and illiquidity are significantly affecting stock price synchronicity and these factors are considered as firm specific determinants of synchronization. For large firms asymmetric information reduces so these firms move with market encounter high value of .Impact of liquidity is positive on stock price synchronicity. When there is noise behind shares trading, firm experiences high stock price synchronization. But illiquidity negatively affects synchronization. Trading of shares in small number is responsible for low stock price synchronicity across firms. That means firms incorporate firm specific information in share prices. Furthermore, there is no impact of ownership pattern on stock price synchronicity. Result of industry effect reports that stock price synchronicity differ among industries Supervisor:- Dr. Arshad Hassan