Random copolymers of poly(ethylene oxide) macromonomer with p-vinylbenzyl end-functional group (PEOVB) and liquid crystalline monomer, namely 6-(4-cyanobiphenyl-4'-oxy)hexyl acrylate (COA), were prepared by conventional free radical polymerization. A living anionic polymerization technique was employed for the synthesis of PEO macromonomers bearing p-vinylbenzyl moiety at one end. The photon transmission method was also applied to study the phase transitions of COA monomer and its random copolymer with PEO. It was found that, for both samples, the nematic-smectic A transition is continuous, but the critical fluctuation regions do not allow to obtain 3D XY values. Instead, we have obtained the values close to mean field regime. Scaling of thermal hystersis for random copolymer sample near the nematic-isotropic transition was studied as well. Thermal hysteresis loops were produced under linearly varying temperature. It was shown that the areas of the hysteresis loops scale with the temperature scanning rate with an exponent being equal to 0.614 which is in good agreement with the field-theoretical value.