Data & Scripts for illiquidity premium paper

<p dir="ltr">This dataset and scripts correspond to the empirical analysis in the paper "<i>The Illiquidity Premium of Non-listed Real</i><i> </i><i>Estate Investment Funds" (</i><b>Chapter 3 of my PhD dissertation</b><b> </b>"<i>Three Essays on Real Estate Prices and Liquidity</i>"<i>).</i><i> </i>Note: The files associated with this processed dataset are permanently embargoed due to confidentiality restrictions.</p>