The book "Chaos Monkeys"[1], while irritating in many ways, has a detailed description of how Facebook correlates its own advertising data with information from data brokers (such as credit card transaction aggregators). This kind of stuff has been happening for quite some time. (As an extra bonus, the book describes how the author's ad-tech startup got into YC and was bought by Twitter.)

[1] https://www.amazon.com/dp/B019MMUAAQ