When the click event is attached on an anchor tag, it is handled by browser in a 'special' way.
The .click is not supposed to work with 'a' tags, because the browser does not support "fake clicking" with JavaScript.
I mean, you can't "click" an element with JavaScript. With 'a' tags you can trigger its onClick event, but the link won't change colors (to the visited link color, the default is purple in most browsers).
So it wouldn't make sense to make the "click" event work with 'a' tags since the act of going to the href attribute is not a part of the onClick event, but hardcoded in the browser.
But you can do some customization to an onclick handler so as to refer href link.
Let's have an example for it:
$('a').click(function () {
window.open($(this).attr('href'));
});
Here is the http://jsfiddle.net/4Qku8/ demonstrating the same using jQuery.
For further details, please refer to Stack Overflow question Can I call jQuery's click() to follow an link if I haven't bound an event handler to it with bind or click already?.