Does your name affect your job search?

Does your name affect your job search?:
Dear Evil HR Lady,
I’m currently in the job market and am wondering about how professional I’m coming across when I apply for jobs and go on interviews. My given name is, no kidding, Davey Jones (My parents apparently had an “ill” sense of humor when I was born in 1970 — plus my mom was infatuated with Davy Jones – and yes I’ve heard all the jokes about my locker and The Monkees… *sigh*.) I’m in my forties and I am wondering about how professional my name comes across on my resume and correspondence. I obviously can change my name but, I actually really like it and all my friends and family call me by “Davey.” Should I just go with “David,” and when/if any legal paperwork/issues come and tell them that my real name is ‘Davey’? Just curious about this all. Thank you for any advice you can give.
All my best,
Davey
P.S., Feel free to use my real name if you post this online. Doesn’t matter to me as it is my name and I totally embrace it!
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