The redirection should be managed in your client side controller using a lightning navigation event.

[Anchor Tag: <a>][1]

component.cmp

    <aura:component>
        <aura:attribute name="recordId" type="String" />
        
        <p><a onclick="{!c.handleClick}">link to record</a></p>
    </aura:component>


controller.js

    /* navToRecordController.js */
    ({
        handleClick: function (component, event, helper) {
            var navEvt = $A.get("e.force:navigateToSObject");
            navEvt.setParams({
                "recordId": component.get("v.recordId")
            });
            navEvt.fire();
        }
    })


  [1]: https://developer.salesforce.com/docs/atlas.en-us.lightning.meta/lightning/ref_supported_html_tags_a.htm