on the other hand, bob dylan on his 1962 album said it was traditional....

and quoted this:

From No Direction Home, by Robert Shelton; pg. 122:

Alan Lomax first recorded what he called a "modern Southern white song" in 1937 in Middlesborough, Kentucky. Lomax traced it to some other older bawdy English songs, the melody with the classic "Little Musgrave And Lady Barnard" ("Child Ballad 81") and its American variant, "Little Mathy Groves." This lament of a woman dragged into prostitution has been recorded by Josh, Gooding, Guthrie, Seeger, and others. At this time [recording of Bob Dylan], Carolyn Hester was singing a highly dramatic version, while Van Ronk had a roughhewn, laconic interpretation. Dylan said: "I always knew this song, but never really knew it until Dave van Ronk sang it."