It seems to be a problem with the baseurl being a subdirectory, which will be quite common for those using the academic theme. This discussion and this discussion talk about the issue.
As a beginner, I’m still not sure what my best approach is after reading those threads if I want to use a theme.
I just posted my own solution to this in another thread, namely creating a custom shortcode that takes the baseURL into account when creating the link to the file. It fixed the problem for me.