As smeyer pointed out, for most startups, employees are not allowed to sell/transfer the shares. Startups like to keep the cap table locked down and have no incentive to allow their employees sell. Sometimes, the company will allow a new investor to buy a % of the common shares from employees (usually when the company does not want additional dilution). For the average startup (ones that are not as well known as Uber, Unity, etc), there is little to no secondary market.