Q: Do you know where you can get chicken broth in bulk?
A: The stock market.
This is a question/answer style joke. The humor behind this joke lies in the fact that "the stock market" can mean both "the market in which you can buy shares in various companies", and "the market in which you can buy animal broths".
The first of the two preceding definitions is by far the most common definition of "the stock market", but the other parsing of the phrase is legal English, and is the definition that this joke is using. The fact that the jokester is saying a common noun phrase in an uncommon way is surprising to the listener, and therein lies the humor.
If it isn't obvious already, this is an example of a pun.