No, it’s not possible to do that. An anchor element is an inline element while a list item is a block level element. Blocks can contain inline elements but not vice versa. However, you can
style elements using CSS to make the appear as block or inline (among other options). What you wanna do is make the link inside the list item
display: block;.
You will probably run into problems with IE, though (too much space between list items), which can be fixed by applying
layout to the list items.