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Traded stocks on foreign exchanges?

I'm starting to look into this increasingly more as an alternative to traditional international investment vehicles such as ADR's and ETF's.

I'm more interested if anyone has had personal experience trading stocks on foreign exchanges by opening a brokerage account there. What has been your experience? What was the process like opening your account? How did you feel about your access to information when you made your investment? Did you have enough research portals?

Thanks in advance for your responses!
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