A quick search brings up quite a number of papers/studies. Have a look at Google Scholar for links to PDFs that are not behind paywalls, or alternatives to the ones I provide below.
The papers are relatively "old" though (late 2000's). If you look hard enough, you can find enough supporting evidence for or against floating/intrusive ads. These papers from 2006 are very positive about floating ads (among other types of ads):
Do people ever click on floating ads? (Extract of some research by DoubleClick)
Bruner, Rick E. "Best Practices for Optimizing Web Advertising Effectiveness." (2006).
Analysis of DART ("Dynamic Advertising Reporting & Targeting")
ad-serving logs shows that more interactive and prominent rich media
units have far higher click rates than standard image ads. Figure 6
shows that ads formatted as expandable or inpage units using DART
Motif’s rich media platform had more than double the click-rate of
image ads, while interstitials (ads, typically large in size, that
appear on pages in between two content pages during a user’s surfing
session) had more than 10-times the click rate. Motif floating and
pop-up ads had close to 50-times the click rates of image ads.
Do people actually notice/remember floating ads? (Abstract appears below)
Shrestha, S. "Does the Intrusiveness of an Online Advertisement Influence User Recall and Recognition." (2006)
This study investigated the effect of the type (banner ad, pop-up ad
and floating ad) and state (animated and non-animated) of online
advertisements on recall and recognition of the advertisements. It was
hypothesized that floating ads, pop-up ads, and animated ads would be
easier to recall due to their intrusive nature. Results showed that
participants in the pop-up ad and floating ad condition had better
recall of the presence of the ad as well as better recognition.
Animation did not significantly influence any of these measures.
What do people think of floating ads?
Burns, Kelli S., and Richard J. Lutz. "The function of format: Consumer responses to six on-line advertising formats." Journal of Advertising 35.1 (2006): 53-63.
This paper is quite heavy on statistical analysis, but effectively wanted to determine if there was a relationship between the perception of an ad (is it entertaining, annoying or informative) and the format of the ad (banner, skyskraper, floating etc.) There was strong statistical evidence that the participants in the study viewed floating ads either as entertaining or annoying.
Against floating ads
If it becomes a defensive situation (where you have to prove that people are developing/using ad-blocking software, and therefore may not see the ad), have a look at this:
Krammer, Viktor. "An effective defense against intrusive web advertising." Privacy, Security and Trust, 2008. PST'08. Sixth Annual Conference on. IEEE, 2008.
This 2008 paper provides a more balanced-to-negative view (lots of references in the background section as to the declining effectiveness of online advertising). The author references a paper by Yahoo researchers that looks really interesting:
Intrusiveness, however, is quite subjective and as Yahoo! noted not
everyone dislikes online ads. Even the most intrusive ads are enjoyed
by a minority of users.
The reference for the Yahoo paper follows. I didn't have the opportunity to look into it in more detail, unfortunately.
C. Rohrer and J. Boyd. The rise of intrusive online advertising and the response of user experience research at yahoo! In Proceedings of the SIGCHI conference on Human factors in computing systems: Changing our world, changing ourselves (CHI 2004), pages 1085--1086. ACM Press, April 2004.
Hope that helps.