Amazon & Toys"R" Us Involved in Behavioral Targeting?

Just before holidays a colleague of mine asked me if Amazon and Toys"R" Us were involved in behavioral targeting.

He told me that he did a search for Lego on ToysRUs and a few days later when he visited Amazon, he saw Lego featured on the home page. He said that he had never did any search for Lego on Amazon.

I looked at the code on ToysRUs and did not find anything that looked like it is sharing data with Amazon.
To see if there was any data sharing going on I decided to give it a try myself. Before I did anything I went to Amazon and made sure there were no Lego related products on the home page, they had recommendation and featured products for me but none of them were Lego. I refreshed the page few times to make sure I am not missing anything. Then I went to Toys"R"Us, did Lego search and came back to Amazon but nothing there. I visited Amazon for the next few days but nothing there and I forgot about it. After the holidays my colleague again asked me about this issue. So I checked again and voila this is what I saw.

We may then share such aggregated information with prospective marketing partners and advertisers.” (I bolded the last sentence to show that they do mention the data sharing in their privacy policy)

Again, I am not sure if there is any data sharing going on or not but me and my collegue noticed it so I decided to write about it. It is very likely that Amazon was just promoting Lego and had nothing to do with me searching those on ToysRUs. But knowing how Amazon is so advanced in personalization and targeting there seems to be a mini behavioral targeting network between Amazon and ToysRUs. Additionally, I have never ever searched for Lego on Amazon (even on any other site) except for this time when I was doing this testing.

If I were really in the market for Lego, I really like the ease of going to Amazon, who knew what I am in the market for (even me) without searching there and showing me those products. This is the kind of thing I talked about in my post on