How to ajaxify WordPress links ?

When we use <!–nextpage–> to split a Post in WordPress into multiple pages, then at end of the Post page, depending on theme settings, there is “Next Page” “Previous Page” links/buttons.

I wanted to know of any plugin or code-hacks which can ajaxify those pagination links. So when user clicks Next Page/Previous Page links, a loading gear appears instead of entire page literally refreshing in browser.

(If you have ever used “Customize theme” option and in the theme preview clicked any link, you will understand what I am saying. WordPress theme customizer doesn’t refresh entire page rather it’s ajaxified. I want to do the same for paginated Posts.)

By “ajaxifying” I do not literally mean that only a portion of page should change. I just want to show the reader a loading-gear icon on the screen and the next page should load in the background with some overlay effect maybe. This gives an illusion of faster page load.