While at Metro-Goldwyn-Mayer, Davies was often involved with many aspects of her films and was considered an astute businesswoman. However, her career continued to be hampered by Hearst's insistence that she play dramatic historical parts as opposed to the comic roles which were her forte. Hearst reportedly tried to persuade MGM production boss Irving Thalberg to cast Davies in the coveted title role of the 1938 historical drama "Marie Antoinette", but Thalberg awarded the part to his ambitious wife, Norma Shearer. This rejection came on the heels of Davies having been also denied the female lead in "The Barretts of Wimpole Street"; that role going to Shearer as well. Despite Davies' friendship with the Thalbergs, Hearst reacted angrily by pulling his newspaper support for MGM and moving Davies and Cosmopolitan Pictures distribution to Warner Brothers.