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You listen with both sides of your brain.
Researchers at the Indiana University School of Medicine used fMRI machines to monitor brain activity while men and women listened to a passage from a John Grisham novel. While most of the men showed activity exclusively on the left side of the brain (typically associated with listening and speech), most of the women showed additional activity on the right side (associated with creativity and expressiveness). This could be why women are usually credited with "hearing" what's left unsaid in a conversation.