Downloading as a shapefile corrupts the text. However, from memory, the DBF format used by shapefiles to store attribute data has always had spotty support for non-ASCII characters, so there may not be much that can be done here.
Downloading as GeoJSON and viewing in a text editor seems to work OK, but I've noticed that when I click http://simon.techresearch.opendata.arcgis.com/datasets/9f0d2f8db081426eb396837a1bc77f68_1.geojson in my web browser, the Chinese characters are garbled if my browser's default encoding isn't set to UTF-8 (this will be the case for a lot of users in English-speaking countries). This can easily be fixed by getting the server to state the encoding in the HTTP response header (something like Content-Type: text/plain; charset=utf-8 rather than the ambiguous Content-Type: text/plain it sends at the moment)
