Software engineering is knowledge-intensive and requires software developers to continually search for knowledge, often on community question answering platforms such as Stack Overflow. Such information sharing platforms do not exist in isolation, and part of the evidence that they exist in a broader software documentation ecosystem is the common presence of hyperlinks to other documentation resources found in forum posts. With the goal of helping to improve the information diffusion between Stack Overflow and other documentation resources, we conducted a study to answer the question of how and why documentation is referenced in Stack Overflow threads. We sampled and classified 759 links from two different domains, regular expressions and Android development, to qualitatively and quantitatively analyze the links' context and purpose, including attribution, awareness, and recommendations. We found that links on Stack Overflow serve a wide range of distinct purposes, ranging from citation links attributing content copied into Stack Overflow, over links clarifying concepts using Wikipedia pages, to recommendations of software components and resources for background reading. This purpose spectrum has major corollaries, including our observation that links to documentation resources are a reflection of the information needs typical to a technology domain. We contribute a framework and method to analyze the context and purpose of Stack Overflow links, a public dataset of annotated links, and a description of five major observations about linking practices on Stack Overflow. We further point to potential tool support to enhance the information diffusion between Stack Overflow and other documentation resources.