Irish filmmaker George Clarke, the dude in the clip above who was really into the idea of the lady being a time traveller, apparently didn't talk to many hearing experts - a few have suggested that the object the lady is holding is likely an ear trumpet, essentially old-time analogue hearing aid.
LiveScience got the scoop:
"As you can tell from these, old-fashioned mechanical or resonating hearing aids were not necessarily long and rounded," said Philip Skroska, an archivist at the Bernard Becker Medical Library of Washington University in St. Louis. "Short, compact rectangular forms were not unusual."
19th-century resonator hearing aids such as ear trumpets were still made in large numbers well into the first decades of the 20th century, Skroska explained, and the basic designs didn't change much aside from incorporating newer, plastic-like materials.
"Besides, I would expect this woman to be over 50 years old, so using a late 19th century design in 1928 would not be a stretch I think," Skroska said.