GeoJSON
GeoJSON is a text-based vector-data format that works particularly well with web maps, APIs and lightweight GIS workflows. Geometry and feature properties are stored together in JSON.
Shapefile
A shapefile is a well-established GIS exchange format whose layers usually consist of several companion files, including .shp, .shx, and .dbf. A .prj file commonly records the CRS.
How to choose
Choose GeoJSON when integrating with JavaScript map libraries or exchanging modest-sized datasets. Choose a shapefile when a partner requires it for an older GIS workflow. GeoPackage is another strong option for more complex local GIS work.
Available here
ChinaBoundary currently provides a GeoJSON file, not a packaged shapefile. You may export a shapefile from QGIS after validating the dataset and its permitted uses.