From Physorg.com, Reading Shakespeare has dramatic effect on human brain
Shakespeare uses a linguistic technique known as functional shift that involves, for example using a noun to serve as a verb. Researchers found that this technique allows the brain to understand what a word means before it understands the function of the word within a sentence. This process causes a sudden peak in brain activity and forces the brain to work backwards in order to fully understand what Shakespeare is trying to say.
Professor Philip Davis, from the University's School of English: "...By throwing odd words into seemingly normal sentences, Shakespeare surprises the brain and catches it off guard in a manner that produces a sudden burst of activity - a sense of drama created out of the simplest of things."
And they know this by studying the brain activity of people listening to the Bard's works.