This is because the URL settings inside WordPress are still pointing to the old WordPress site. In other words, you didn't read the Moving WordPress article in the documentation.
If your WordPress admin pages are still working, you can go to Settings → General, and change the WordPress URL and the Site Address to the correct values.
If your WordPress site is completely broken, then you can add the following values to wp-config.php, which will have the same effect:
define('WP_HOME', 'http://your_server/your_blog_url');
define('WP_SITEURL', 'http://your_server/your_wordpress_url');
Note that in most cases, the above two values will the same same, apart from exceptional circumstances.