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I do know that in some cases the shopping sites (like NexTag) buy from ad serving networks; there is at times behavioral tracking & marketing, and when products are promoted, it's for specific retailers who the consumer has clicked over to from the shopping site. I know that from my own experience when logging into my ISP web based email.
[edited by: Marcia at 6:36 am (utc) on Dec. 21, 2008]