Palmer Grasp Reflex
This is the reflex that babies have from birth that causes them to close their fingers around something that is placed in their hands. It's very strong but also very unpredictable. They don't really control it and they may release the grasp at any time.
Apparently, if you stroke the back of a newborn's hand (or any baby who still has the palmer grasp reflex) they will automatically open their hand.
This reflex show go away as they get older and gain more control over their motor skills.