SYMPTOM:
A drop down arrow is seen in express mode when edit links is being used to navigate to any report or document in Strategy Web 9.x.
The following steps can be taken in order to reproduce the issue:
1. Create a new document in Strategy Web.
2. Insert a text box with any text.
3. Right mouse click on the text box > Edit Links > and create a link to any report or document.
4. Run the document in Express mode.
5. Hover over link and notice drop down arrow as shown in the image below.

CAUSE:
This is by design behavior in Strategy 9.x and an enhancement request has been logged to be able to remove the arrow.
ACTION:
Contact MicroStratetgy Technical Support for the current status of the enhancement request.
WORKAROUND:
Instead of using Edit Links to configure the hyperlink, we can use 'Is hyperlink' under the Properties and Formatting menu to navigate to the required report or document. This type of link doesn't cause the arrow to show up in Express mode.