I'm sceptical, but it's hard to prove or disprove. So many other factors that go into making ad decisions (what did people who are somehow similar to you show interest in? Your friends? What's currently trending in certain areas of the internet, etc.)
I've only seen one attempt (shown in a video online, the topic was 'dog toys'), where recorded conversations were claimed to influence ads. Lots of people indicated foul play in the video, so I didn't book it in my "that's happening"-bucket.
I've only tried to reproduce it once, half-hearted, and failed.