Thousands of students and protesters marched to the official residence of Hong Kong's leader on Thursday to demand a meeting, defying police warnings as tensions simmer over the financial hub's democratic future.

Carrying a huge image of Leung Chun-ying with vampire's teeth, the protesters chanted for the Beijing-backed leader to step down during a march snaking through commercial buildings, footbridges and streets up to the back gate of Government House.

Police tried several times to stop the human flow, holding up yellow posters warning against a "breach of the law," only for protesters to break through and continue marching.

"Tonight, C.Y. Leung is our most wanted criminal," said one of the students, Nathan Law.

Hong Kong returned from British to Chinese rule in 1997 as a "special administrative region" with a high degree of autonomy and freedoms not enjoyed on mainland China under a formula known as "one country, two systems."

But Beijing last month rejected demands for people to freely choose the city's next leader, prompting threats from pro-democracy activists to shut down the Central financial district. It wants to limit 2017 elections for Hong Kong's leader to a handful of candidates loyal to Beijing.

The student-led march that organizers said drew more than 4,000 people is a continuation of four full days of activities including citywide boycotts by thousands of university students, public assemblies, marches and speeches.

The protesters are demanding full democracy in a series of escalating acts that will culminate in an "Occupy Central" blockade of roads in the main financial district on Oct. 1.