You can get Yahoo Finance using JSONP, so that is most definitely what you are using.
An example URL is...
http://d.yimg.com/autoc.finance.yahoo.com/autoc?query=Apple&callback=YAHOO.Finance.SymbolSuggest.ssCallback
When the request has loaded, it will call the callback you define in the GET param. This allows you to work around same origin policy, provided the service has support for JSONP.
Alternatively, some people use their server as a proxy.
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