This article explains when a link should open in the same window or tab and when it should open in a new window or tab.
Best Practice
Open Links to Documents in a New Window: All links to documents should open in a new window.
Reasoning: Research shows that after reading PDF files and similar documents, many people click the browser's Close button instead of the Back button. This closes the entire browser window. Instead, direct users back to the webpage where they started.
Open Links to Internal and External Web Pages in the Same Window: All links to pages on the same website should open in the same window.
Reasoning: When new web pages open in the same browser window, users can access browser tools, such as the Back button, throughout their visit. Research shows that the Back button is the second most used feature on the internet, after hyperlinks.
Resources
Open New Windows for PDF and Other Non-Web Documents by Jakob Nielsen