Choose the "World Development Indicators" database, then click Next.
Choose the country(ies) or regions you're interested in, click Select, and then click Next.
In the Series section, scroll or search to find "Market capitalization of listed companies (% of GDP)" and/or "Market capitalization of listed companies (current US$)," click Select, and then click Next.
Select the year(s) for which you want data, then click Next.
You may customize the report format if you wish, or simply click either Export or View Data to accept the defaults and view your results.