If a certain Billy Roberts is often credited with writing it, nothing is less sure. He was probably the first to record it though, in 1962. Then Tim Rose made a version in 1965 that inspired Hendrix when he came to England to start his meteoric career which had never really taken off in the USA until then.
I remember the time well, as I was a worker/student in London in those years. I heard Hendrix play this, his only hit at the time, amidst a mind-blowing and ear-splitting set (the room was small and Hendrix just didn't play quietly) at the Manor House club above the eponymous pub in Tottenham. I can still feel the blast in my solar-plexus!
Many other singers and bands have since made versions of Hey Joe: the Byrds, The Yardbirds, Deep Purple, Frank Zappa and the Mothers of Invention (a parody version, naturally), Patti Smith (her first single), and so on. But I think my favourite, after the Hendrix version, is this Latino one by the great Willy Deville.
Willy Deville - Hey Joe par cladstrife