In 1893 Davidson was a member of the Peary expedition to Greenland. In 1895 he travelled to Taiwan as a war correspondent. In 1897 he was appointed U.S. consular agent in Formosa, where he published a book (1903) called "The Island of Formosa, Past and Present", on the history of Taiwan. In 1904 he was appointed US consul to Manchuria; in 1905 he was appointed US consul general at Shanghai. In 1905 he returned to the US; in 1907 he emigrated to Canada (Calgary, Alberta) with his new wife Lillian, where he made a fortune in the lumber business. From 1914-c. 1917 he traveled around the world organizing international Rotary Clubs.