The percent of goals from corners is changing from league to league, for one competition to another and for one year to another. For example on 2010 World Cup 1 goal scored for every 70 corners taken,

but generally the ratio of corners to goals is almost zero.

Take a look at Ratio of Corners to Goal in the EPL

You can see that Fulham who has the best ratio has 0.07 goals for corner.

The most extensive articles I came across it was: soccerbythenumbers and scienceofsocceronline