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Reconciling Structure and Agency in Strategy-As-Practice Research: Towards A Strong Structuration Theory Approach


  • Tamim Elbasha

    (Audencia Business School)

  • Alex Wright

    (OU - The Open University [Milton Keynes])


An overwhelming focus of research on the micro agency of strategic actors has led to the literature being characterized as demonstrating a micro-myopia, resulting in a micro-isolationism. This means we know little about how the micro interrelates with the macro in strategy work. We address this problem in our conceptual article which adopts a structurationist stance to explicate how strategy-as-practice (SaP) research could be enhanced and extended by paying equal attention to both agency and structure. Specifically, we advance strong structuration theory (SST), a promising development from Giddens’ seminal work on structuration theory, to show how strategic activity can be understood as an ongoing process of structuration unfolding over time. We argue for the use of both types of methodological bracketing (context and conduct analysis), advocating systematic attention to the interplay between macro-societal and micro-local levels of analysis. Our discussion concludes with guidance for researchers inviting them to undertake empirical fieldwork that overcomes SaP’s current micro-myopia, creating a more balanced corpus of work.

Suggested Citation

  • Tamim Elbasha & Alex Wright, 2017. "Reconciling Structure and Agency in Strategy-As-Practice Research: Towards A Strong Structuration Theory Approach," Post-Print hal-01558858, HAL.
  • Handle: RePEc:hal:journl:hal-01558858
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    References listed on IDEAS

    1. Heston, Steven L, 1993. "A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options," Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 327-343.
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    3. Bates, David S, 1996. "Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options," Review of Financial Studies, Society for Financial Studies, vol. 9(1), pages 69-107.
    4. Merton, Robert C., 1976. "Option pricing when underlying stock returns are discontinuous," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 125-144.
    5. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    6. Alan L. Lewis, 2001. "A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes," Related articles explevy, Finance Press.
    7. Boyle, Phelim P., 1977. "Options: A Monte Carlo approach," Journal of Financial Economics, Elsevier, vol. 4(3), pages 323-338, May.
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