The proper encoding should be "x-MS950-HKSCS"
This situation happens when I'm try the same pieces of code in Java console / Eclipse console and JSP @ Tomcat. While JSP works fine, but sucks in console mode. Finally I found the JSP is actually using encoding "x-MS950-HKSCS".
To set environment charset in Eclipse:
Right click on the file that you are going to execute (e.g. Testing.java), then "Properties" → "Run/Debug Settings" → "Common" → "Encoding". Type "x-MS950-HKSCS" in the field.
What a pity!