"I remember going up to the Peak and being dazzled by thousands of neon lights. I thought to myself, 'Hong Kong is an amazing, international city'."
So the girl from Shanghai took the plunge and came to Hong Kong to do her master's degree. After graduation, she was hired by a global public relations firm.
While she likes her work and the exposure to the world Hong Kong offers, things here are not exactly as she expected.
"I thought Hong Kong was highly efficient, but now I don't think so. We have a better website for booking cheap international flights back home, for example," the 24-year-old says. "And the living space is so small and expensive here."
Zhu shares a flat with her landlady and gives up half her salary for her room every month.
Hong Kong-born Christopher Lee Cheuk-wing, on the other hand, enjoys his spacious apartment in Beijing, which costs him only HK$4,000 a month.
"Like the expatriates who came to work in Hong Kong 20 years ago, I am now the 'expat' here," says the 28-year-old digital designer, who moved to the capital city in 2008. "The design industry in Hong Kong was saturated and there were new opportunities in China."
His life has been good since the move. "[Hongkongers] are treated as foreigners in China. We have many perks such as housing allowances."
Zhu and Lee are typical examples of young Chinese described in a study by Professor Ringo Ma Chen-lung of Baptist University. Ma interviewed about 400 such cross-border workers about their experiences and the problems they face.
"Hongkongers who work and live on the mainland are most unhappy about the uncivilised ways of many mainlanders. On the other hand, mainlanders who work and live in Hong Kong dislike Hong Kong people for their discrimination," Ma says.
Lee says: "What I can't get used to is the lack of courtesy. Mainlanders often jump queues. [They] pretend they didn't know I was standing in the line."
Zhu says: "I hate the question: do you have that in China?" She says she hears it a lot in Hong Kong. "It's like Hongkongers think ... we're ignorant people from an undeveloped country."
To avoid discrimination, Zhu uses English when she's out and about. "I get better service when I speak in English; I get stared at when I speak in Putonghua."
All her friends in Hong Kong are also from the mainland. She says it is difficult to make friends with people who have a "different value system".
"I think Hong Kong people have mixed feelings about us. I don't feel we're accepted," says Zhu.
And she has decided to go back to Beijing for good. "Hong Kong is a great city with good salaries. But all my friends, including my boyfriend, are in China," she says.
Lee, on the other hand, will stay put in Beijing. This year, he started his own business which has been very successful. "I am happy to spend the next 10 years in Beijing," he says.