Google freely admits to putting their own links first. Here's what Marissa Mayer said in 2007:
We didn't actually have Google Finance until about a year ago. Up until then we were ordering the links based on various published metrics... We had the five top finance sites in their order of their popularity listed there. So we rolled out Google Finance, we put the Google link first.
Your observation regarding Bing is quite interesting. Your theory may very well be right, but there's a hilarious alternative:
It's known that Microsoft uses Google's rankings (see http://googleblog.blogspot.com/2011/02/microsofts-bing-uses-... ). This would then propagate onto Yahoo, which uses Bing's engine, which means that Yahoo is told their own site is less popular. But Yahoo puts their site first, which may mean they're artificially boosting its ranking, under the guidance of you know who!
So 2012 Marissa Mayer may be artificially boosting Yahoo's rank to defeat 2007's Marissa Mayer's artificial boost of Google's rank. Ha!
Mayer's answer actually starts at 44:34 and gives the proper context: she's talking about the order of links in the OneBox (the area at the top that shows the current stock price and a plot), not the order of links in the main results. Danny Sullivan wrote a long post about this: