Neharika Sobti

Assistant Professor
Faculty In-charge - School of Management of Financial Institutions


[email protected]

Profile

Dr.Neharika Sobti is an Assistant Professor in Finance & Accounting department at Management Development Institute Gurgaon since February 2025. She specializes in the areas of Quantitative Finance, Corporate Finance and Banking. Prior to joining MDI Gurgaon, she has 3 years of academic experience at IMT Ghaziabad and taught core and elective courses at MBA level like Financial Analytics and Machine Learning, Credit Risk and Corporate Banking, Financial Risk Management, Corporate Finance, Financial Accounting and Seminar Courses to FPM students. She has also worked as a Visiting Faculty at the Department of Finance and Business Economics (University of Delhi), Masters Union School of Business, and ISBF, Delhi, teaching courses in Quantitative Finance and Financial Econometrics.

She has a Ph.D. in Finance from the Department of Finance and Business Economics, University of Delhi (South Campus). She did PhD in the area of Market Microstructure of Global Gold Markets. She is a Post Graduate from the Delhi School of Economics (DSE) and a Graduate from the Shri Ram College of Commerce (SRCC). She has published research papers in respected international finance journals like the Journal of Futures Markets, International Review of Financial Analysis, IIM B Management Review, South Asian Journal of Business Studies, Decision, Journal of Advances in Management Research and Vision.

She has presented her research papers at several international and national conferences like EFMA 2024, New Zealand Finance Meet, Asian Finance Conference, Australian Banking and Finance Meet, IGPA-IIMA Gold Conference and IMRDC where she won best paper awards.

She teaches core and elective courses at MBA level like Financial Analytics and Machine Learning, Credit Risk and Corporate Banking, Financial Risk Management, Corporate Finance, Financial Accounting and Seminar Courses to FPM students. She has also worked as a Visiting Faculty at the Department of Finance and Business Economics (University of Delhi), Masters Union School of Business, and ISBF, Delhi, teaching courses in Quantitative Finance and Financial Econometrics.

PhD Thesis publications:

  1. Who leads in intraday gold price discovery & volatility spillovers: Spot, Futures and exchange-traded fund? (with Sanjay Sehgal & Florent Diesting) - Journal of Futures Market, June 2021 (ABDC–A, ABS-3)
  2. How do macroeconomic news surprises affect round-the-clock price discovery of gold? (with Sanjay Sehgal & Balakrishnan Ilango) – International Review of Financial Analysis, November 2021 (ABDC-A, ABS-3)

Selected Published Papers

  1. Sobti, N. (2020), “Determinants of a Successful Commodity Contract – Evidence from Indian Agriculture Futures Market”, IIMB Management Review (Elsevier), (ABDC-B)
  2. Sobti, N. (2019), "Does Ban on Futures trading (de) stabilize spot volatility? Evidence from Indian Agriculture Commodity Market", South Asian Journal of Business Studies (Emerald)
  3. Sobti, N. (2019), "Impact of demonetization on diffusion of mobile payment service in India: Antecedents of behavioral intention and adoption using extended UTAUT model", Journal of Advances in Management Research(Emerald)
  4. Sobti, N. (2018), Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets. Decision.
  5. Sobti, N. (2018). Does Size, Value and Seasonal Effects Still Persist in Indian Equity Markets? Vision, Sage Publications
  6. Sobti. N. (2016), "Revisiting CAPM and Fama French Three-Factor Model in Indian Equity Market," Business Analyst (SRCC).

She has conducted MDP for the Maruti Suzuki Spare Parts division and trained 100+ operational managers in the domain of Financial Data Analysis, Cost, and Working Capital Management. She has trained managers in predictive analytics in Supply Chain Analytics MDP and on ESG, Sustainability & Climate change to SBI managers.