Hundreds of protesters marched in Manhattan Monday following the arrest of Mahmoud Khalil, a Palestinian Columbia University graduate student and activist taken into custody by federal immigration authorities. Immigration and Customs Enforcement agents, acting on orders from the State Department, took Khalil, 30, into custody Saturday night at his university-owned residence near Columbia’s Morningside Heights campus, revoking both his student visa and permanent green card, according to his attorney, Amy Greer. While Khalil — who has not been charged with a crime — was held by immigration authorities in Jena, La., a crowd of about 1,000 gathered at Foley Square...