It's "Winter Dreams" that floats into my mind when I think of your question.  (Not that we couldn't use ANY of Fitzgerald's short stories, mind you.  They kind of blend together to me, showing the sameness of the people in the 1920s.)  Here we have the usual social conditions the exact same as they are presented in The Great Gatsby, ... the short stories are no different:  old money, new money, middle class, poor.  Judy Jones is old money and knows it (similar to Daisy).  Dexter is kind of a mixture of middle class & new money, and knows that there has to be a fight to the top (a tiny similarity to Gatsby and Nick).  Money is paramount in 1920s society, ... even more than social rebellion!  The lives of the rich are frivolous, ... they lack all meaning, ... they wallow in their own money with no true purpose.  Poor Gatsby, poor Dexter, poor Charlie, ... heck, poor Fitzgerald.

The amorality of the 1920s is depicted in the hedonistic behavior of Charlies Wales and his friends in "Babylon Revisited."  This "lost generation" rejected the values of duty to society and family that their parents had held; however, they neglected to establish any new values. They possessed a spiritual alienation from a country that appeared to be “provincial, materialistic and emotionally barren." And, they led extravagant lives, ones of irresponsibility and waste, lacking an true meaning.

Certainly, in "The Rich Boy," Anson is portrayed as a shallow character, unconcerned about anyone but himeself,  Worse than anything else, however, is the fact that he fails to learn anything from his experiences.

In his story "The Bridal Party," F. Scott Fitzgerald again depicts expatriates who live shallow lives. Caroline prepares to marry Hamiton, but her former boyfriend tries to win her back after his grandfather dies, leaving him money.

Michael was suprised to find  what a difference his new dinner coat, his new silk hat, his new, proud linen made in his estimate of himself; he felt less resentment toward all these people for being so rich and assured.  For the firt time since he had left college he felt rich and assured himself; he felt that he was part of all this,_)and even entered into the scheme of Johnson, the practical joker, for the appearance of the woman betrayed, now waiting tranquilly in the room across the hall.

  When he encounters Caroline, she tells him that she needs Hamilton to make decisions.   But, Michael says that he has inherited money. Still, she marries Hamilton, who has procured a well-paying job.

As the story concludes, Michael is "cured."  The ceremony with its pomp and it revelry, has "stood for a sort of initiation into a life where even his regret could not follow them." 

You might like to think about the way that his fiction explores socio-economic conditions of the time. In "Babylon Revisited," for example, it is clear that the boom periods prior to the Great Depression is explored in the way the protagonist remembers the heady decadence of Americans in Paris and how money was thrown around like confetti. Stories like "Winter Dreams" likewise give testament to the importance of money in a person's life and the way that they both viewed themselves and were viewed by others in society.

Authors use short stories to explore specific aspects of society.  In a novel, you can capture the whole picture.  Fitzgerald does this well.  In short stories, he sketches or explores specific social phenomena one at a time.

I think that Fitzgerald was able to use his short stories to be able express what he thought about the social climate for women during the "The Jazz Age."  Both "Winter Dreams" and "Bernice Bobs Her Hair" feature stories where women were able to assert their own notion of self.  Yet, in their doing so, tragic sensibilities of their characters were revealed so that the use of independence does not result in happiness, but rather in greater despair.  Judy Jones is one such example.  Fitzgerald depicts his heroine of Winter Dreams in a manner where she has independence.  She is able to use her sexuality and her control over men in any way she wishes.  However, when age begins to catch up to her, she recognizes her own vulnerabilities and a lack of control.  It becomes clear that the freedom of the time period that is afforded to women is a controlled one.  They are free to use their sexuality and their charms, but in terms of any real power that is lasting and permanent, this is not afforded to women and certainly not in Judy's case.  She marries and is mistreated, trapped in a relationship from which there is no exist.

Bernice is another example of a woman who has freedom in a limited context, reflective of the time period.  Marjorie and Bernice are able to remake themselves and redefine their identity.  Yet, in the end, Marjorie limits her capacity for self- definition and happiness.  Accordingly, Bernice slashes Marjorie's hair.  Both women have freedom, but this conception of autonomy is limited to winning the affections of men.  When one gains more of this than the other, the only freedom present is to negate the other's freedom.  This is using freedom, but doing so to prevent social solidarity and collectivity, and an authentic use of freedom for power. In this light, Fitzgerald demonstrates that the freedom for women in the time period is a limited one.