(Reuters) - Hong Kong police charged three student leaders on Friday with inciting others to join illegal assemblies, as part of an ongoing investigation into more than two months of pro-democracy protests that paralyzed parts of the Asia financial center.

Dozens of protesters holding yellow umbrellas that have become a symbol of the city's democracy movement shouted, "I want universal suffrage" and "Support the students" before the group entered the police station.

Oscar Lai, Agnes Chow and Derek Lam were charged and released about two hours after they reported to police, according to student group Scholarism's official Facebook page. The three refused to be bound by police bail, while Scholarism leader Joshua Wong remained in police custody.

Wong said before entering the station that he was not nervous and police had called him earlier in January and told him he would be arrested. He said he was accused of inciting others to join an illegal assembly.

"I am still confident and optimistic for further action and the further Umbrella Movement, and continue to fight for universal suffrage," Wong said.

The 18-year-old, who flashed a thumbs-up and victory sign from an escalator leading into the police building, also said that if he gets arrested he hopes it will inspire more people to stand up against the government.

The former British colony of Hong Kong returned to Chinese rule in 1997 under a "one country, two systems" formula that gives the city more autonomy and freedom than the mainland, with the eventual goal of universal suffrage.

The protesters are demanding open nominations in the city's next election for chief executive in 2017. Beijing has said it will allow a vote in 2017, but only between pre-screened candidates. The Hong Kong protests, which authorities cleared last month, were deemed illegal by the local and central governments.

The protests kicked off when dozens of students, including Wong, got arrested after they tried to storm government headquarters in late September.

The latest charges come after local media reported that a 14-year-old girl was arrested for drawing chalk flowers on a wall at one of the former protest sites. The teenager has been released on bail, local media reported.