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Originally Posted by Quoth
But if you don't embed a font or it's an old ereader? What happens if you you use real prime marks?
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I guess the same as with any other character that's not available in the font: you'll get a square, or a question mark, or nothing.
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Should we always fake it with italics and straight quotes and then the fall back is " and ' rather than [] and [] or space?
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No, we should use the proper characters and blame the reader (the device, not the person) if they don't work.
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IMO real ebooks and paper books should never use the underline except for URLs, they meant "typeset this in italic".
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Underlines can be used for other stylistic purposes. But I wouldn't use them for URLs, especially not in paper books.