British Prime Minister David Cameron and opposition Labour leader Jeremy Corbyn paid tribute to murdered Labour member of parliament Jo Cox at a vigil on Friday in her constituency of Birstall in West Yorkshire.

Following a Labour request, Cameron has agreed to recall parliament from a recess to honour Cox on Monday, Corbyn said as he stood alongside Cameron.

Corbyn said Cox was killed by "an act of hatred" that constituted an "attack on democracy," while Cameron said parliament had lost "one of its most passionate and brilliant campaigners."

People should "treasure and value our democracy where Members of Parliament are out in the public, accountable to the public, available to the public, and that's how Jo died," Cameron said. "She died doing her job."

"Today, our nation is rightly shocked," Cameron said. "It is a moment to stand back and think about some of the things that are so important to this country."

Several other vigils are to take place across Britain later Friday, including one in Parliament Square in central London, after Cox, 41, was stabbed and shot in Birstall on Thursday.

The murder prompted campaigners ahead of next Thursday's referendum on whether Britain should leave the European Union to suspend activities on Thursday and Friday, while the Remain campaign said it would maintain the suspension on Saturday.

The man arrested on suspicion of Cox's murder had supported white supremacist groups in the United States and South Africa, reports said on Friday.

The US-based Southern Poverty Law Centre said it had documents showing that 52-year-old Tommy Mair had supported the National Alliance (NA), a US neo-Nazi group, and bought a manual from the group in 1999 that "included instructions on how to build a pistol."

The law centre said it had seen invoices showing that Mair sent some 620 dollars to the NA's publishing arm, National Vanguard Books.

Scottish-born Mair had also supported an online publication of the right-wing extremist Springbok Club, which has defended South Africa's former apartheid regime, British media including The Daily Telegraph and The Independent reported.

The Independent quoted an email sent a decade ago by the Springbok Club's online magazine, the Springbok Cyber Newsletter, describing Mair as "one of the earliest subscribers and supporters of SA Patriot," a magazine published by the South African pro-apartheid group, the White Rhino Club.

Cox's murder prompted Labour and the Conservatives - Britain's two largest political parties - to urge all members of parliament to contact police to review their personal security on Friday.

"The main concern is around public events and surgeries [one-on-one constituent meetings]," James Berry, a Conservative member of parliament, told Sky News.

"The tragedy here is that Jo was brutally murdered after her constituency surgery, trying to do her democratic duty," Berry said. "That's a big concern for all MPs."

The Times reported that police in West Yorkshire had reviewed Cox's security in the last three months after she "faced a string of security threats" and received threatening messages. There was no known link between the threats and Mair, the newspaper said.

The attack on Cox, as she was meeting constituents at a local library, came one week before Britain holds the in-out referendum on its EU membership.

Cox supported Remain. She defended the EU's freedom-of-movement rules and the benefits of immigration to Britain.

Cox, who was married with two children, was elected to represent Batley and Spen during the last general election in 2015. Before entering politics, she had worked for various aid organizations including Oxfam and the Bill and Melinda Gates Foundation.

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