BANGKOK, May 19 (Reuters) - The Thai stock exchange was on fire and parts of Bangkok were hit by power blackouts on Wednesday as violence continued, even though anti-government protest leaders surrendered and troops said they were in control.

The stock exchange building was on fire, the exchange’s president told Reuters, while witnesses said major tourist hotels had lost power as black smoke billowed around buildings in the Thai capital.

The stock market had closed early due to the violence.

Thai Defence Minister General Pravit Wongsuwan said a curfew may be imposed on Bangkok to deal with continued unrest after troops dispersed anti-government protesters in a major offensive that killed at least four people and wounded 50 others. (Reporting by Michael Perry; Editing by Alan Raybould)