Simple Logic

People start imagining different things in their minds and then start seeing them in a woman's hand. Now, what's the magic in it? Well, there is no magic in it. It's simple logic. Now the question is if you keep seeing what you want to see in someone's hand, over time it makes you blind, you almost forget that the hand was empty. 

Now that's the point, to make them believe that there is something that they want until they stand up from their places, and walk ahead to grab it.

And that's what happened people started walking towards her, to grab what she was holding in her hand, and start running and so does the crowd behind her, suddenly someone grabs her by the shoulder but before he could hold her with hand, she vanished into the air leaving behind her robe that man grab from her shoulder. 

Frank and Albert also run behind the crowd to see what happens, and they were shocked to see her disappearing like that.