Hong Kong's leader Tuesday refused to say why the city had denied a visa to a leading Financial Times journalist, despite escalating demands for an explanation of the unprecedented challenge to freedom of the press. Victor Mallet, the FT's Asia news editor and a British national, angered authorities in Beijing and Hong Kong by hosting a speech at the city's press club by Andy Chan, the leader of a tiny pro-independence political party, in August. Chan's party was later banned as Beijing cracks down on any pro-independence sentiment in the semi-autonomous city. An application to renew Mallet's work visa has been refused and on Sunday he was given seven days to leave Hong Kong. Facing questions for the first time since the visa denial emerged last week, Chief Executive Carrie Lam, who is appointed by a pro-Beijing committee, said the decision had been handed down by immigration authorities. She said linking it to the Chan talk was "pure speculation". "As a rule -- not only locally, but internationally -- we will never disclose, the immigration department will not disclose, the individual circumstances of the case or the considerations of this decision," Lam told reporters. She refused to directly acknowledge the specifics of the speculation over why Mallet was denied the visa. However, Lam said the government "will not tolerate any advocacy of Hong Kong independence and things that harm national security, territorial integrity and developmental interests". She refused to comment on how Mallet could be linked to any of those potential threats when it was pointed out that he was not an independence advocate but had simply chaired a talk by Chan at the city's Foreign Correspondents' Club, which has also hosted talks by Chinese officials. Asked whether journalists could now be punished for interviewing independence activists or writing about independence, Lam said she could give no guidance but insisted that freedom of reporting and expression were "core values". - International concern - Hong Kong enjoys rights unseen on the mainland, including freedom of speech and the press, which are enshrined in an agreement made when the city was handed back to China by Britain in 1997. There are growing fears those rights are disappearing. Beijing regularly denies visas to foreign journalists but it has not been a tactic used in Hong Kong. Britain, United States and the European Union have expressed concern and a group of the city's most influential lawyers demanded an explanation Monday. The American Chamber of Commerce warned that curtailing press freedom could damage the city's competitiveness. A journalists' alliance has handed over petitions with more than 15,000 signatures to the government calling for an explanation -- petitions that have now grown to more than 20,000. Political analyst Willy Lam told AFP it was "very likely" that instructions had come from Beijing to penalise those who were seen as advocating independence. "(Carrie Lam) certainly can't contradict orders given by Beijing, including in this case," said Lam, who is a professor of China studies at Chinese University of Hong Kong. Some pro-Beijing figures have publicly welcomed the ousting of Mallet, including well-known commentator Wat Wing-yin who wrote in conservative newspaper Ta Kung Pao: "We only asked you to leave and did not execute you by shooting. That is already the most civilised of protests."