Davis has been playing for Northampton Town since he was released by Coventry City in 2008 and has been linked with moves to Colchester United and Sheffield Wednesday.
Davis or Dwiss as he was known amongst his fellow City players, joined City as a 16 year old and played for City's Academy and Reserves before making 11 appearances for the Sky Blues first team and told BBC Radio Northampton: "Sometimes the January window is unsettling, if you're in the news and you're seeing moves all over the place.
"You have to adapt to it and you shouldn't get sidetracked by it. I just worry about my football."