Visit the IPA site, register as a guest (it's very quick) and click on the Bookshop link. You'll see the link to the free .pdf downloads right there. The best of these are the IPA Advalue Series. These are a series of articles by leading practitioners on the effectiveness of advertising.

They are each short 6-10 page reports that cover topics such as:

How advertising impacts on profitability  How advertising impacts on share price  How advertising affects customer loyalty  How advertising impacts the sales process  How advertising affects shareholder value  Advertising and profitability  How advertising drives sales and profit

Well argued and supported with quantitative research, they make great reading for anyone interested in better understanding how advertising really works.

You'll find the IPA at www.ipa.co.uk