GridViews GridView1_SelectedIndexChanged is not working

I have a gridview to populate data from DB with the last column elements either hyperlinked to a different page or just a text display (without hyperlink). I have stored the appropriate TransactionId in a cookie at GridView1_SelectedIndexChanged() event when the respective row is selected. But this event is not being triggered.
The gridview is binded properly and based on the last column item, it changes to a Hyperlink at GridView1_RowDataBound(). The redirection to different page works fine, but since the SelectedIndexChanged() event isn't triggered, the cookie isn't loaded and the redirected page fails to function properly. I can't add additional column with ButtonField to redirection as per my requirement.
Please help me out guys. Thanks.
<asp:GridView ID="GridView1" runat="server" CellPadding="4" ForeColor="Black" GridLines=&q ...