## Figure 1.4.1. Jumps and U.S. Stock Market Liquidity

## Source details

**Canonical URL:** [Figure 1.4.1. Jumps and U.S. Stock Market Liquidity](https://www.imf.org/-/media/files/publications/gfsr/2018/oct/ch1/csv/box-figure-1-4-1.csv)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2018/oct/ch1/csv/box-figure-1-4-1.csv.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2018/oct/ch1/csv/box-figure-1-4-1.csv.json)

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### 1. Proportion of Variation Explained by Jumps (Percent; monthly and six-month moving average)
- Series labels:
  - "Dashed" — Method 1
  - "Dashed" — Method 2
  - "Solid" — (unnamed in sample rows)
- Sample observations:
  - 1/1/2009: 10.61, 7.70
  - 2/1/2009: 11.77, 4.93

### 2. Frequency of Jumps (Percent; monthly and six-month moving average)
- Series labels:
  - "Dashed" — Variation explained by jumps
  - "Dashed" — Frequency of jumps in a month
  - "Solid" — (unnamed in sample rows)
- Sample observations:
  - 1/1/2009: 7.70, 85.00
  - 2/1/2009: 4.93, 84.21

### 4. Type of Jumps versus Sectoral Liquidity (Index; averaged for S&P 500 constituents over the first half of 2018)
- Sectoral liquidity index values (sample rows):
  - Telecommunications: 1.60, 11.11
  - Consumer staples: 1.51, 28.54
  - Utilities: 1.50, 67.02

*Dataset: box-figure-1-4-1 (csv worksheet; sample rows shown).*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2018/oct/ch1/csv/box-figure-1-4-1.csv_