This is an old question, I know but for 2019 peeps:
Like above if you just want to change the URL you can do this:
<select onChange="window.location.href=this.value">
<option value="www.google.com">A</option>
<option value="www.aol.com">B</option>
</select>
But if you want it to act like an a tag and so you can do "./page"
, "#bottom"
or "?a=567"
use window.location.replace()
<select onChange="window.location.redirect(this.value)">
<option value="..">back</option>
<option value="./list">list</option>
<option value="#bottom">bottom</option>
</select>