Besides the basics that you normally would pack for a trip, here is a list of things I recommend you bring for studying abroad, based on what I used or what I wish I brought.

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1. electronics

• chargers (phone, laptop, etc.)

• portable charger

• universal plug adapter 

• earphones

• SIM cards can be bought at Sham Shui Po at a good price if you do
  not have an international plan and if your phone is unlocked.  I
  got mine for about 120 HKD (25 GB of 4G data for a year, so about
  5 GB a month for my time abroad, which isn't bad when I can always use WiFi on campus)

2. money

• foreign currency

• US dollars

• credit card

3. school supplies

• pens and whiteout

• pencils, lead, eraser

• highlighter

• sharpie

• mini stapler

• folders

• composition notebook

• laptop, of course!​

4. fanny pack

5. clothes

• lots of socks (I always run out)

• something warm
  It gets cold especially at night, but expect average temperatures to be around 50-60℉ when you first get there (I am used to 70-80℉ weather back in Hawaii, so I was freezing!)
  UPDATE: it gets warm and humid in April.

7. footwear

• slippers (mainly to shower or walk inside)

• casual shoes (or running shoes...CUHK has a gym)

• sandals/boots (something to wear when you go out)

8. bedding

• pillow case, bed sheet (if you have space in your luggage)

• pillow, blanket, etc. can be bought in Hong Kong, but just remember you probably won't be bringing it back home and will end up throwing it away

9. little things to make your dorm feel like home (photos)

10. misc.

• lip balm/chapstick

• skincare routine items

• filtered water bottle

• towel

• umbrella

• nail clippers

• hand sanitizer