Here is the Wikipedia Article. It mentions the source as On the Trail of Negro Folk-songs
By Dorothy Scarborough & Ola Lee Gulledge, published in 1925.
This article talks about the history of the song, including the modern take on the song by the Rednex.
The Wikipedia article mentions that "Paddy Moloney of The Chieftains was on tour in Texas when he heard the song and immediately identified it as an old Irish folk melody, "The Mountain Top".[4] " I found a recording of this on Smithsonian Folkways.
The Encyclopedia of World Folk Dance, edited by Mary Snodgrass, describes the origin of "Cotton-Eye Joe" as she found it.