I'm not aware of any evidence that shows that directly. But there a good number of surveys that show that people don't want advertising to target them based on their interests.

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1478214

"Contrary to what many marketers claim, most adult Americans (66%) do not want marketers to tailor advertisements to their interests. Moreover, when Americans are informed of three common ways that marketers gather data about people in order to tailor ads, even higher percentages - between 73% and 86% - say they would not want such advertising. Even among young adults, whom advertisers often portray as caring little about information privacy, more than half (55%) of 18-24 years-old do not want tailored advertising. And contrary to consistent assertions of marketers, young adults have as strong an aversion to being followed across websites and offline (for example, in stores) as do older adults."

Also see https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1989092 (64% find the idea of ad targeting to be invasive, most participants would prefer random ads to targeted ads) https://news.gallup.com/poll/145337/internet-users-ready-lim... (67% of those polled said advertisers shouldn't be able to "match ads to your specific interests based on websites you have visited")

References all came from a paper by Jonathan Mayer. Third-Party Web Tracking: Policy and Technology which I'd heartily recommend to anyone who is interested enough to be this deep into the comments (https://jonathanmayer.org/publications/trackingsurvey12.pdf)