Interesting, but logically even if time travel is possible, how would the mobile phone signals be transmitted without the mobile phone masts etc we have, or were the signals themselves being capable of time travel?
Walkie talkies weren't around until 1940. Two way radios were around by then, but they would have been far larger than that, at least suitcase sized, I think. the first portable one was invented by an Australian policeman in 1923 for use by the police. But it took up the whole of the back seat in the police car.
But there is an alternative explanation. The film The Circus was premiered in early January 1928. So it's likely that the weather was very cold, hence the heavy coats being worn. Ear muffs were around by then. So maybe the person could have been holding on to one of the muffs if it was windy and the muff might fall off.
I guess the only way we'll find out is if one of us goes back to 1928 and checks it out. But wrap up well and take a mobile with you to let us know what you find out.