11 April 2016 Last updated at 06:52 BST
But exactly how do they know that he wrote it?
Jenny asks expert, Zoe Wilcox, to reveal the secret to spotting a Shakespeare script.

The plane was flying over the Amanos Mountains in the southern province of Osmaniye on Monday when it lost radio contact, Anatolia news agency said.
The pilot reportedly sent a message saying "I'm jumping" before contact was lost.
Rescuers found his body near to the wreckage of the aircraft.
Osmaniye Governor Celalettin Cerrah had earlier announced that a cockpit window and some other pieces of the aircraft had been found in the Caksir area.
The jet, which is based at the 5th Main Jet Command in the northern province of Amasya, had been performing an operational flight.
The Turkish military said it had lost touch with the aircraft at 14:15 local time (11:15 GMT).
People living around the village of Yarpuz, about 25km (16 miles) north of the Syrian border, said that they had heard a loud bang like an explosion, according to local media
A Turkish fighter jet was shot down by Syria over the Mediterranean in June 2012, after Syrian forces said it had entered the country's airspace.
It was not immediately clear what caused Monday's crash.

The 62-year-old, who scored almost 15,000 runs for Derbyshire between 1977 and 1988, will rejoin the team in June, a month before the T20 Blast begins.
Director of cricket Kim Barnett said: "We could not have anybody with higher pedigree than John for this new role.
"He won the IPL with the Mumbai Indians and has been an international coach."
Wright, the talent scout for the Mumbai Indians, will also work closely with Barnett but his main focus will be the shortest form of the game.
"He was a great player at Derbyshire," former team-mate Barnett added.
"I could not be more pleased to get him back on board here and work with him. He is a fantastic strategist and will give us a lot of expertise technically and tactically."

Mohammad Thneibat said countries such as Jordan faced a "serious problem" in coping with so many young refugees.
He called for more international financial support to help build schools and train teachers.
"The alternatives are very bad," said Mr Thneibat.
"The international community will pay a high price if we don't stand together to face this serious problem," he told the Global Education and Skills Forum.
Mr Thneibat said Jordan already had Palestinian and Iraqi refugees and now had 1.3 million Syrians who had fled across its borders.
"We're trying to do everything to educate these young people for peace, introducing ideas of tolerance and co-existence," Mr Thneibat, who is also Jordan's education minister, told the international conference in Dubai.
But he warned that Syria's neighbours did not have the capacity to deal with such an influx of families without more international assistance.
He said Jordan was training thousands more teachers and building new schools, which would operate in double shifts to try to accommodate 145,000 refugee children in its state school system.
But there were still more children arriving than could be taught, he warned.
There had been financial support from the international community - and more had been pledged, Mr Thneibat said - but almost two-thirds of the cost of each extra refugee pupil was being taken from Jordan's own education budget, he said.
This was in addition to extra costs in health, housing and infrastructure.
Without any access to education, he said such youngsters could become part of another cycle of conflict.
"If we leave these students, we believe they could become extremists."
Tom Fletcher, UK ambassador to Lebanon until last year, said the numbers of refugees were now "staggering".
Mr Fletcher is now working for a coalition trying to get business support to tackle the refugee crisis.
He said conventional humanitarian crisis approaches did not work on this scale, and that other groups, including business, should contribute.
George Papendreou, former prime minister of Greece, told the conference that he had been a refugee when his family was in political exile.
He said that European countries should try to see refugees as potential benefits to their societies rather than respond with "fear and ignorance".
The only remaining handwritten script by the famous playwright, William Shakespeare, is about to go on display at the British Library in London.
[NEXT_CONCEPT]
The pilot of a Turkish F-16 fighter jet has been found dead after the aircraft crashed near Turkey's border with Syria, reports say.
[NEXT_CONCEPT]
Former India and New Zealand head coach John Wright has returned to Derbyshire as a specialist coach for the 2017 T20 Blast campaign.
[NEXT_CONCEPT]
A failure to provide education for refugees escaping the conflict in Syria risks creating a future generation of extremists, the deputy prime minister of Jordan has warned.