http://stackoverflow.com/questions/11453304/jquery-change-href-and-open-new-window

but if you want get new url by ajax:

$(document).ready(function () {
    $('a').on('click', function (e) {
        var $this = $(this);
        $.ajax({
            url: 'GetUrl',
            async: false,
            success: function (url) {
                $this.attr("href", url);
                $this.attr("target", "_blank");
            },
            error: function () {
                e.preventDefault();
            }
        });
    })

})