Which FAR/AIM addresses Shortest Turn to Assigned Heading vs Runway Traffic Pattern?
The most important point is that if any ATC instruction isn't clear then you should just ask them to repeat or clarify it.

Having said that, turning in the shorter direction is stated in the FAA's Pilot/Controller Glossary:


  FLY HEADING (DEGREES)- Informs the pilot of the heading he/she should
  fly. The pilot may have to turn to, or continue on, a specific compass
  direction in order to comply with the instructions. The pilot is
  expected to turn in the shorter direction to the heading unless
  otherwise instructed by ATC.


In my personal experience, ATC almost always say left or right for heading changes if you're on an approach or departure, but sometimes leave it out if you're in cruise. That makes sense to me: the busier the airspace the more they want to make sure that you don't turn the wrong way.