Yes.
The Huffington post has a story about it, which cited two Chinese sources (source 1 source 2). The Chinese sources are in Chinese so I can't read them, but it also links to a collection of photos from the accident (might be slightly too graphic for some).
The same story is also reported in several other news sites:
* The Daily Mail
* China Smack
* The Independant
* Miror
And others.
It should be noted that he didn't jump to his death "only" because of too much shopping, but after an argument that ensued due to too much shopping. Since the version of his girlfriend is not available, we don't know for sure what happened at the argument. It could be (speculating here) that they broke up during the argument and then the headline should be _Man jumps to his death after a break up_ which is much less sensational.