Get external links to work both in REPL and Documenter.jl

I can’t get a decent formatting for external links that work in both at the same time. If I put the bare URL in the docstring, like

"""
    foo(x)

Reference: https://arxiv.org/abs/1902.04751
"""

I get a clickable link when calling ?foo in the REPL, but just text in the documentation generated by Documenter. On the other hand, if I use markdown syntax, like

"""
    foo(x)

Reference: [arXiv:1902.04751](https://arxiv.org/abs/1902.04751)
"""

I get arXiv:1902.04751 (https://arxiv.org/abs/1902.04751) in the REPL, which just looks stupid, and the proper link arXiv:1902.04751 in the generated documentation.

Is it possible to get both to work simultaneously? I would rather have the proper link working in both cases, but if the bare URL works that’s good enough.

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