I use the tag
php* as a favourite, to catch all of the badly (version specific) tagged PHP questions. When trying to link this tag in chat with
[tag:php*] that tag is not parsed.
Also when pasting a link to
http://stackoverflow.com/questions/tagged/php* everything before the asterisk is converted to a link, and the asterisk itself is omitted.
Looks like the markdown parser for questions doesn't handle it for tags either.
Markdown parser does do it for links in questions, but it does not work for chat.
[title](url) format in chat also filters out the asterisk.