I had done a research into the ability of third party websites setting cookies for first party websites across different web browsers. This was published in the NCC Group blog which is available via the following link:

https://www.nccgroup.com/en/blog/2015/01/analysis-of-setting-cookies-for-third-party-websites-in-different-browsers/

The PDF version of this blog post is also available here: https://soroush.secproject.com/downloadable/Analysis_of_setting_cookies_NCCGroup_blog.pdf