Is this what you are looking for?  (z/OS Version 1.4 JCL User's Guide): 

http://publibz.boulder.ibm.com/cgi-bin/bookmgr_OS390/BOOKS/iea2b520/4.6.2.1.
8?SHELF=EZ2ZO110&DT=20030819153510&CASE=

4.6.2.1.8 Disposition Processing of Data Sets that Do Not Exist  

When you code a status subparameter of OLD, SHR, or MOD on a DD statement
for a data set that does not exist, processing proceeds based on whether you
have supplied VOLUME and UNIT information on the DD statement. 

etc. etc.

Greg Shirey
Ben E. Keith Company

-----Original Message-----
From: IBM Mainframe Discussion List [mailto:[EMAIL PROTECTED]
Behalf Of Paul Gilmartin
Sent: Monday, September 19, 2005 2:07 PM
To: [email protected]
Subject: Re: Order of allocations within a job step

<snip>

But, I shouldn't need to discover such facts empirically.  My
original question, "Where is all this documented?" still stands.

-- gil
-- 
StorageTek
INFORMATION made POWERFUL

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