Include \usepackage{color,hyperref} with Preamble for clickable link in blue. Compile with pdflatex. @article{KPY:MMPD, author = {Kettler, Paul Carlisle and Frank Proske and Aleh L. Yablonski}, title = {Market microstructure and price discovery}, journal = {J. Math. Finance}, volume = {3}, number = {1}, note = {\textcolor{blue}{\url{www.paulcarlislekettler.net/docs/KPY_2013.pdf}}}, pages = {1-9}, year = {2013}}