This paper empirically analyzed whether managerial overconfidence has a differential impact on stock price informativeness through future earnings response coefficients (FERC) and stock price synchronicity. If firms led by overconfident managers distort financial reporting and thereby deteriorate information disclosure, the level of stock price synchronicity would be relatively high and the FERC would be low. Conversely, if overconfident managers enhance disclosure levels to enable investors to more easily evaluate future prospects and signal to the market their commitment to long-term investment projects, stock price informativeness would improve. The empirical analysis was conducted on non-financial firms listed on the Korea Exchange (KOSPI) and KOSDAQ markets with December fiscal year-ends from 2003 to 2015. The results show that, first, firms with overconfident managers exhibited significantly higher FERCs compared to firms without such managers. Second, managerial overconfidence showed a significant negative association with stock price synchronicity. In other words, consistent results were obtained through both the FERC and stock price synchronicity models, indicating that stock price informativeness improves in firms with overconfident managers. This paper contributes to the research on the informational role of managerial overconfidence by presenting evidence suggesting that managerial overconfidence can enhance stock price informativeness. Furthermore, while prior studies have mostly focused on firms' economic characteristics as cross-sectional determinants of FERC, this study contributes by providing additional evidence that managerial overconfidence, a managerial characteristic, can serve as a determinant of FERC.