A study from the University of California found that a city with a higher average salary doesn’t necessarily mean you’ll earn more after moving there.

A higher average salary may simply reflect that there are more high-income people in the area.
To judge whether a city itself can increase income, you need to look at how much an individual’s wages would rise after moving there—i.e., the “city wage premium.”
Beijing is a typical example.
As shown in the chart, Beijing’s average annual salary is clearly higher than Bengaluru, Mexico City, and Lagos, but after accounting for individual worker differences, Beijing’s city wage premium is still below the global average.
China’s city trend line is also more gradual than those of the United States, Germany, and the UK, meaning the wage premium has a weaker impact on real income.
The researchers analyzed work histories of more than 500 million office workers on LinkedIn, covering more than 300 cities worldwide.
They tracked wage changes for the same person before and after switching cities, separated the effects of individual workers from those of the city itself, and then re-estimated how much additional income each city could bring to similar workers.
The results show that within the same country, the city itself can explain 45% to 73% of the differences in city wages; after cross-country comparisons and adjustments for purchasing power and inflation, this proportion reaches 93%.
In wealthy countries, higher average wages are often accompanied by higher city wage premiums; in lower-income countries, the two are more likely to become misaligned.