His father worked nights as a pharmacist while attending medical school at the University of Illinois College of Physicians and Surgeons of Chicago.
[2] Davis entered Detroit City College (now Wayne State University), but left for Chicago shortly after enrolling.
In December 1926, Davis asked his father for permission and money to move to Paris to join the growing post-war community of American expatriate writers and artists there.
Through his editorship, Davis supported literary figures such as Truman Capote, Ray Bradbury, Jane Bowles, and Robert Lowry.
[8] In October 1940, Davis and his several friends, including Gypsy Rose Lee, founded an art commune at 7 Middagh Street in Brooklyn Heights, New York.
The space housed literary figures including Benjamin Britten, W. H. Auden, and Carson McCullers as live-in guests.