Visit the IPA site, register as a guest (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: the long-term returns
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 http://www.ipa.co.uk.