I've been told that, if you buy something online, some vendors sell your information (like email and postal addresses) tied to a 3rd party cookie on your browse

I've been told that, if you buy something online, some vendors sell your information (like email and postal addresses) tied to a 3rd party cookie on your browser. Now, any site you visit that is able to check that 3rd party cookie knows all about you. I don't know which 3rd parties do it, though.