Why my checkbox on change is not working on js file, but working on console?

I am trying to get the selected checkbox text when on change.

Here is my aspx code

<ul class="multiselect-container dropdown-menu">
    <li class="">
        <a tabindex="0">
            <label class="checkbox">
                <input type="checkbox" value="1001"> 1001</label>
        </a>
    </li>
    <li class="">
        <a tabindex="0">
            <label class="checkbox">
                <input type="checkbox" value="1111"> 1111</label>
        </a>
    </li>
    <li class="">
        <a tabindex="0">
            <label class="checkbox">
                <input type="checkbox" value="2222"> 2222</label>
        </a>
    </li>
    <li class="">
        <a tabindex="0">
            <label class="checkbox">
                <input type="checkbox" value="3333"> 3333</label>
        </a>
    </li>
</ul>

Here is my Jquery code what tried

$('.multiselect-container :checkbox').change(function () {
    $('.multiselect-container input:checkbox').each(function () {
        var sThisVal = (this.checked ? $(this).val() : "");
        alert(sThisVal);
    });
    alert('working');
});

Note

When I run on js file, it doesn't show the alert. but when i tried on console. it is working...

Can you tell me answer with reason why it is not working with js file?