Jquery :: Make List And Apply Click Event In One Loop?

Code JavaScript:
var listItems = "";
$.each(msg.d, function(index, value) {
listItems += "<li><a href='#' class='" + value.Availability + "' title='" + value.Time + "' >" + value.Time + " - " + value.Availability + "</a></li>"
});
 
var teeTimeLinks = $(listItems + 'li');
$.each(teeTimeLinks, function() {
var link = $(this).find('a');
link.bind('click', function(event) {
event.preventDefault(); //stop the link from going to href
TeeTimeSelected(this);
});
});

The above code works. BUT, msg.d returns 80 objects. We then loop through it and make our list items. AND then we loop through it again and apply the click event. How can this be optimized into one loop?