Choosing a soundproof apartment - how wall and ceiling material predicts sound levels
Not really a home improvement question, but this does seem the best match on SE...

It's all about mass and decoupling.

Stone or brick walls have a lot of mass compared to stick-and-plaster walls. That means it takes more energy to get them moving, wich means your side of the wall doesn't vibrate as easily, which will block a lot of noise.

Hollow plaster walls can't give you that without special construction -- offset studs so vibration isn't passed through the studs from one side to the other -- which costs more and is rarely seen outside rooms constructed specifically for sound isolation. (In a studio, mass is sometimes added back in by filling the space between the plasterboard walks with sand -- and yes, you hope you'll never have to alter that wall!)

BUT... Remember that sound can travel through floors and ceilings too. If you can get an apartmenton the top floor you'll pay more in heating and cooling but won't have noises coming from above.

Usually being in an apartment means putting up with some noise, and negotiating with neihbors on how much and when that's acceptable.One reason I finally bought a house was wanting the freedom to make a reasonable amount of noise at 2AM occasionally.