This　paper　investigates　behaviour　of　stock　price　synchronicity　to　oil　shocks　across　quantiles　for　Chinese　oil　firms.　The　spillover　effects　of　the　oil　market　on　a　firm　are　segregated　into　firm-specific　and　market-wide　information.　First,　our　results　report　a　higher　level　of　synchronicity　by　dynamic　conditional　correlations　than　by　R-square　since　the　former　better　captures　dynamic　linear　dependence.　Second,　we　find　strong　evidence　of　size　effect.　In　particular,　stock　price　synchronicity　is　generally　higher　in　large-cap　firms　than　in　small-cap　ones.　Oil　shocks　affect　synchronicity　in　the　upper　quantiles　differently　based　on　firm　size.　Third,　we　also　find　that　synchronicity　responds　to　oil　shocks　significantly　in　extreme　low　quantiles,　implying　that　shocks　in　the　oil　market　are　transmitted　to　Chinese　oil　firms　via　firm-specific　information.　Finally,　we　determine　that　oil　shocks　have　little　or　no　immediate　impact　on　stock　price　synchronicity;　instead,　cumulative　lagged　effect　is　evident.　This　evidence　highlights　the　lagging　effect　of　spillover　of　oil　shocks　on　Chinese　oil　firms.　©　2016