Around 200 people gathered at the Statue Square in Central, in response to online calls to "finish the rally together", which was cut short on Wednesday, reports the South China Morning Post newspaper.
Many dressed in office clothes, with some wearing face masks, they yelled slogans as they defied what they saw as a violation of their right to assemble.
In recent months, protesters have been taking to the heart of Hong Kong's business district at lunch-time so office workers can take part in a more symbolic show of unity.
"Join work unions. Strikes on three aspects for everyone," the crowd chanted, referring to strikes for school, businesses, and stock markets as their civil disobedience campaign.
Some held placards which accused police of terminating the march and arresting innocent citizens without a reason.
On Wednesday, Civil Human Rights Front, the group responsible for some of the city's largest marches, organised a New Year's Day rally as anti-government protests entered an eighth month, said the South China Morning Post.
The group said more than 1 million people took part in Wednesday's rally to press for five demands triggered by the government's proposed extradition bill, which was withdrawn in September.
But police, who claim the peak figure was 47,560 people, stopped the march, little more than two hours after it started, after they said radical protesters were vandalising banks and shops in the area.
( With inputs from IANS )