I need statistics on how effective or ineffective cold calling is in
the sales process? Especially in the B2B market.

cold calling, you would have a success rate of 1 or 2 percent, upto
perhaps 8-10% if you're the best of the best

Here is an interesting article that I would subscribe to:

http://www.nevercoldcall.com/ccfacts.htm

There are ever so many sites that promise help with cold calling  -
because it is a very difficult task.  Here is a site with links:

http://www.ezinearticles.com/?oldest=1&index=30&order=DESC&cat=Business:Sales-Teleselling

Furthermore, with cold call door-to-door selling, there are consumer
protection laws that allow the buyer to back out of the contract, so
what may seem to be a sale is not.

B2B  - business to business -  cold calling is even more difficult,
unless you can walk in the door and immediately speak to the boss. 
No, that should have been "even if you can ..."  He or she is more
sales resistant than a private individual may be.

Of course, there are products that can and are sold B2B:  neckties to
independent men's stores occurs to me.

That isn't any statistics, and just a free comment.

That depends on the product
- also the sales person

Once in about 1977 I had a 80% hit rate selling to a defined market
with a very visible (and useful) product.

I once met an Olivetti salesman who cold sold early desk top
calculators, he said his major problem was getting out of the premises
with his demonstration model.

I assume that you are meaning real 'cold calling'
- not telephonic pestering

Perhaps define your question more precisely.