Based on the realized volatility measurement，we investigate the jumps of stock price in the Chinese stock markets using Z-statistics by BN-S approach． The results show the ubiquity of jumps of stock price in the stock markets． Further more，we find that the jumps of individual stocks are mostly heterogeneous jumps rather than co-jumps which can be seen at the level of the stock index． These results indicate that the jumps of individual stocks tend to be influenced by stock-specific news while the influences generated by market-level news are very limited． Co-jumps of individual stocks are likely to be covered by heterogeneous jumps and market microstructure noise．