In class today, my professor was discussing how to structure a class. The course primarily uses Java and I have more Java experience than the teacher (he comes from a C++ b
As other comments have claimed, it would be very, very hard to collect statistics on the merits of immutable objects, because it would be virtually impossible to find control cases - pairs of software applications which are alike in every way, except that one uses immutable objects and the other does not. (In nearly every case, I would claim that one version of that software was written some time after the other, and learned numerous lessons from the first, and so improvements in performance will have many causes.) Any experienced programmer who thinks about this for a moment ought to realize this. I think your professor is trying to deflect your suggestion.
Meanwhile, it is very easy to make cogent arguments in favor of immutability, at least in Java, and probably in C# and other OO languages. As Yishai states, Effective Java makes this argument well. So does the copy of Java Concurrency in Practice sitting on my bookshelf.