The filter "comment_url" doesn't work! Maybe this is a bug

I’ve tried for the whole night, but still cant resolve the problem.

The code is very simple:

add_filter( 'comment_url', 'filter_comment_urls', 100 );

function filter_comment_urls( $comment_author_url ) {
    echo ('Hello world!');
}

but I got nothing.

Could any body give any help? Thanks!