According to http://www.ruthetting.com/songs/home.asp, HOME was recorded by Ruth Etting on Dec. 11, 1931
The lyrics given there are the same as what Jo Taylor posted above.
However, the catalog entry at Indiana University Sheet Music Collections indicates there is still a missing verse:

Title: Home
Composer: Van Steeden, Peter
Composer: Clarkson, Harry
Composer: Clarkson, Jeff
Publisher: Marlo Music Corporation
Place of publication: New York
Date of publication: 1931
Call Number: M1 .D48 Box: 145 Item: 069
Performance Medium: Piano and Voice (with lyrics)
First Line: Ev'ning marks the close of day, skies of blue begin to grey,
Chorus First Line: When shadows fall, and trees whisper day is ending,