Microsoft Internet Explorer 9 through 11 mishandles .url files from the Internet zone, which allows remote attackers to bypass intended access restrictions via a crafted file, aka "Internet Explorer Security Feature Bypass."
https://docs.microsoft.com/en-us/security-updates/securitybulletins/2016/ms16-104
http://zerodayinitiative.com/advisories/ZDI-16-506/