Befriended by prominent members of the Ashcan School who worked for his father on the Philadelphia Press, Davis became a student of Robert Henri in New York. He exhibited five watercolors in the Armory Show of 1912, the exhibition credited with introducing America to the work of Picasso, Matisse, and other members of the European avant-garde. Deeply affected by his encounter with European art, Davis became a fervent student of modernism. Place des Vosges, No. 2 was painted during his visit to Paris in 1928 and 1929, a time of rest between two aggressive periods of exploration. He depicted the famous Parisian square, with its series of arcades, by manipulating the two-dimensional surface of the canvas so that it alternately asserts flatness and suggests depth. Davis borrowed from European modernism, with its aggressive flatness of space and geometric areas of color over the drawing that defines the subject, and made it American, infusing it with a sense of immediacy and energy. In this way, he was similar to other American artists of his time, such as Charles Demuth and John Marin, who also took Parisian modernism and made it more immediately accessible.