Abstarct: Abstract Stock price synchronization means that the company's stock price is affected by the overall market index, so price synchronization is one of the concerns in the capital market. Because in this case company's private information and performance did not play a more role in determining the share price. Trade credit in the company indicates the level of trust of suppliers and creditors in the company and is a short-term financing tool. Trade credit as the company's private information reduces the concurrency of the company's stock price. The purpose of this study is to investigate the validity of this theory in the Iranian capital market. For this purpose, first, the synchronization index of the 137 selected companies from companies listed on the Tehran Stock Exchange in the period 1394-1398 has been calculated. Then the effect of trade credit (defined as the ratio of accounts payable to the company's assets) on the price synchronization index is estimated using the Panel data regression model. Also, the effect of control variables and macroeconomic variables had including in the regression model. The estimating results of the coefficients of regression model variables show that: growth of operating income (grow) has a positive and significant effect, the percentage of ownership of the largest shareholder (top1), and the amount of fixed assets to total assets (fixa), has a negative and significant effect on price synchronization. Among the market variables, the inflation rate (inf) has a significant negative impact, and the exchange rate (exch) and the interest rate (interest) have a significant positive effect on the synchronization of stock prices. The variable coefficient of Trade credit in the model was not significant at the 99% confidence level. Therefore, we can conclude that the trade credit information of companies in Iran does not affect the synchronization of stock prices; in other words, trade credit information content does not play a significant role in the financial decisions of market participants.