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Fancis W Hennessy's radio related claim to fame was the Handy Dandy Radio Ring. This fame only lasted from February to April 1924. The ads call it a Handy Dandy Radio Ring and shows the drawing of a man with headphones on with the leads going to a mans finger, assumed to be a ring.
I did find patent US1582042 which is a cryatal radio built into a headset but no ring involved.