That is an interesting question! Certainly all of the ladies have a sense of propriety and certain attitudes towards being wealthy, having money, and how one should behave or be if you had money. In "A Rose for Emily" because Emily has money, she feels that she is owed certain privileges and rights, like not having to pay taxes. She often holds herself above the law and above the judgments and decisions of others. She possesses a stubbornness and haughtiness that comes with her money. She also doesn't have enough money in the end; she ends up with just one servant, and has to teach painting lessons to get by. In "The Necklace", Madam Loisel desires the social status that Miss Emily already had. She wanted to be wealthy, to have servants, and to attend the social functions that the upper classes attended. She felt that she was in the wrong station in life. She also disdained not having more money, and paid a huge sacrifice to be a part of the wealthy world, even if just for one night. Her greed ends up taking her entire life away. The mother in "The Rocking Horse Winner" was also constantly wanting more money, and disdainful that she didn't have more. As her son senses this and sacrifices his life to obtain more, we see a common thread with "The Necklace"; greed requires a huge sacrifice. Paul's mother is constantly unhappy about her lack of money, just like Madame Loisel; she tries to get more money as Emily does, and because she has a certain amount of money, she expects a certain lifestyle, just like Emily was expected to live a certain way because of her status.
Those are a few similarities in regards to attitudes towards wealth. They are also three very stubborn ladies with their own viewpoints of the world that they refuse to change; this ends up in tragedy and disaster for all three of them. Emily refuses to accept her loneliness, Loisel refuses to accept her station in life, and Paul's mother refuses to accept the fact that they don't have enough money for her lifestyle. All three, because they are in denial, invite tragedy and misfortune.
Those are a few thoughts to get you started; good luck!