Documents required for F-1 visa student?

im and international student in USA with F-1 status. And i want ot travel to china within couple of weeks with a L type. I was wondering about the the documents required. Do i have to show my bank statements and sponser letter stuffs along with other papers inorder to apply? What might be the best suggestions for the students like me who is travelling to china or sny other countries holding F-1 type? Tahnk you