Gavin Pretor-Pinney, author of The Wave Watcher's Companion found out:
It was not the most robust study, I admit, but I did watch 94 different YouTube videos of Mexican waves. (Looking back at it, this was clearly a displacement activity designed to avoid getting on with writing my book.) Sixty-nine of them were of waves travelling around stadiums within the Northern Hemisphere. Of these, I counted 40 going clockwise and 29 counterclockwise, a ratio of 58:42 in favour of clockwise. The other 25 videos were of waves at games in the Southern Hemisphere. Of these, 10 waves went clockwise and 15 counterclockwise, a ratio of 40:60 in favour of counterclockwise.
I asked a professional statistician if these results were significant. She told me that I can be 96.6 per cent certain that the probability of a wave going one way rather than the other is different between the Northern and Southern Hemispheres. There is a high probability of a hemispherical difference. It certainly looked like waves are more likely to go clockwise in the north and anticlockwise in the south, but I hadn’t watched enough videos to be able to say this with the 95 per cent certainty that is considered significant.