By Ray Sanchez

NEW YORK (Reuters) - Protesters who have camped out near Wall Street for two weeks marched on Friday on police headquarters in Manhattan over what they viewed as a heavy-handed police response to a previous demonstration.

The Occupy Wall Street movement, whose members have vowed to stay through the winter, are protesting issues including the 2008 bank bailouts, foreclosures and high unemployment.

More than 1,000 people marched past City Hall and arrived at a plaza outside police headquarters in the late afternoon. Some held banners criticizing police, while others chanted: "We are the 99 percent" and "The banks got bailed out, we got sold out."

Workers from the financial district on their way home watched as the marchers passed, with some saying it was not obvious what outcome organizers of the Occupy Wall Street movement wanted.

Police observed the march and kept protesters on the sidewalk, but no clashes were reported. Police said no arrests were made before the protest dispersed peaceably by 8 p.m. after the march.

"No to the NYPD crackdown on Wall St. protesters," organizers had said on their website, promoting the march. Other online flyers for the march read: "No to Stop-and-Frisk in Black & Latino neighborhoods" and "No to Spying and Harassment of Muslim Communities."

The protest came less than a week after police arrested 80 people during a march to the bustling Union Square shopping district, the most arrests by New York police at a demonstration since hundreds were detained outside the Republican National Convention in 2004.

A police commander used pepper spray on four women at last weekend's march and a video of the incident went viral on the Internet, angering many protesters who vowed to continue their protests indefinitely.

Police have said pepper spray was a better alternative than night sticks to subdue those blocking traffic.

RIGHT TO PROTEST

Friday's crowd appeared to have been boosted by an announcement that the rock band Radiohead would perform at 4 p.m. Later, organizers said on their website, "Radiohead will not being playing. This was a hoax. Please accept our apologies."

"We heard about Radiohead coming here on Facebook," said Alegra Felter, a 34-year-old teacher from Brooklyn who was among the disappointed rock fans.

The protest encampment in Zuccotti Park in downtown Manhattan is festooned with placards and anti-Wall Street slogans. There is a makeshift kitchen and library, and celebrities from filmmaker Michael Moore to actress Susan Sarandon have stopped by to show solidarity.

Asked on his weekly radio show on Friday whether the protesters could stay indefinitely at the private park they call their base, Mayor Michael Bloomberg said, "We'll see."

Bloomberg added: "People have a right to protest. But we also have to make sure that people who don't want to protest can go down the street unmolested."

While the protest has been made up mostly of young people, it also has recently attracted the support of a loose coalition of labor and community organizations.

Marty Goodman, a unionized subway worker, said, "Last year we had 900 of our members laid off ... These are our issues too: Wall Street, the banks, layoffs, the struggle that these young people are spearheading is our struggle too."

Among those pledging solidarity were the United Federation of Teachers and the Transport Workers Union Local 100, which has 38,000 members. The unions could provide important organizational and financial support for the largely leaderless movement.

Similar but smaller protests have also sprouted in other cities in recent days, including Boston, Chicago and San Francisco.

(Editing by Ellen Wulfhorst, Mark Egan and Cynthia Johnston)