Link to a file

I've seen a lot of discussion on how to format a URL to a file, using file://, so that putting it in a link on  Confluence page will work. Much discussion about number of '/' and so-on. However, I've tried many if not all variants and still when I click on the link, nothing happens.

Typically, I'd use something like  file:///C:/filename. Depending on the browser, it might open a new blank tab, (Chrome) or it might do nothing (IE and Firefox). If I right-click the link and save it as a favourite and then go to favourites and click on that bookmark, it opens the file. Just won't do it from within Confluence. Handles external (http: and https:) links ok though, just not file:. Is there some admin configuration that stops it? The version of Confluence is Confluence 5.7

Thanks.