The author Coxe in his book, 'Haunted Britain', refers to a bloody incident that took place at Bloody Shard Gate in times past, although does not give a date. A skirmish between poachers and gamekeepers resulted in a man losing a hand. The hand was buried in Pimperne churchyard, and the man's body in London – although it is not clear if the loser of the hand died as a result of his injury or later on in life. The ghostly hand has been seen as it attempts to be returned to the rest of the body.
For further information, please read Haunted Britain by Antony D. Hippisley Coxe.