Dear Aditi, that's a very interesting question.
First you have to dig deep into what is marketing and advertising :
Marketing may begin as early as the research and development stage and involves market research, product development, pricing, sales strategies, distribution, advertising and public relations. Advertising, therefore, is only one part of the marketing process.
Then understand the difference between market research and marketing research.
Marketing Research is research aimed at gathering information on all aspects of marketing. The purpose is to enhance an organisation's marketing processes and activities. As such it includes aspects such as advertising research (i.e. research looking at the effectiveness of advertising), sales research (e.g. research to look at the best sales approaches), channel research, competitor research, etc.
Market research is any organized effort to gather information about target markets or customers. It is a very important component of business strategy.
Market Research focuses on markets i.e. the customer or prospective customer. As a result (unless it is used as a synonym for marketing research), it won't look at aspects such as advertising effectiveness research. The focus is strictly on the market itself. It may include some sales research studies and competitor studies - in as much as these can also look at customer/prospect responses.
The scope of marketing research is wide as it covers all aspects of marketing.
Marketing research is a wide term as it covers all aspects of marketing
Marketing research is undertaken in order to study varied type of marketing problem such as product line, marketing mix, advertising, packaging, branding and so on.
Advertising research is a part of Marketing Research.
