A series of copolymethacrylates with different contents of tolane-based mesogenic groups have been synthesized. The mesogenic group content was characterized with H-1 n.m.r. The phase behaviours were determined using a differential scanning calorimeter and optical polarizing microscopy. A smectic A phase was obtained when the mesogenic group content was increased up to 80 mol.%. Dielectric relaxation results indicated that the amplitude of the alpha-relaxation was suppressed significantly due to the presence of the liquid crystalline phase. The reduction of the molecular motion is beneficial to the enhancement of the temporal stability of the effective second-harmonic coefficient for the polymer with a higher mesogenic group content. Moreover, the second harmonic coefficient is enhanced as the mesogenic group content increases. The self-alignment nature of the liquid crystal phase is favourable for alignment of the NLO-active mesogenic group under an applied electric field and preserving such alignment after removal of the electric field. The relationship between thermal dynamic behaviour and second-order nonlinear optical properties is also discussed.