Ivy Rahman, chief of the women's wing of the Awami League, died on Tuesday, three days after a grenade blew her legs off.
Up to 30,000 party supporters attended her funeral on Wednesday amid a heavy police presence.
Besides Rahman, at least 18 people were killed and more than 150 people wounded when grenades exploded as former Prime Minister Shaikha Hasina finished addressing thousands of supporters of her Awami League party on Saturday.
Party leaders and media said the attacks by unknown assailants were aimed at killing Hasina.
The party called a two-day strike to protest against the attack.
The government of Prime Minister Khalida Zia is under pressure to catch the bombers who attacked Hasina's rally as well as those responsible for bombs that have rocked Bangladesh since 2000, killing more than 100 and wounding many more.
"More countrywide protests will be held on Thursday," Abd Al-Jalil, general secretary of the Awami League said.
In Dhaka, police clashed with anti-government protesters near Hasina's house and five activists were injured.
Protests were held in other parts of the volatile Muslim-majority democracy, including the port city of Chittagong and Rajshahi in the northwest, but there were no reports of serious violence.
Protesters, some carrying black flags chanted, "Khalida, we want to know why Ivy is dead?" and "Revenge, Revenge!"
Four days of violence following the attack have killed one person and injured more than 210 people, as Awami League supporters took to the streets and attacked trains, railway stations, vehicles and government offices.
More than 80 were hurt on the first day of the strike.
Angry opposition supporters have
been out on the streets of Dhaka
The strike ended shortly after noon as the party wanted to allow people to attend Rahman's burial.
But Dhaka's normally packed roads were almost deserted after the strike ended with many people waiting until Rahman was buried before venturing out.
Schools and universities were shut across the country.
The Awami League said it had received a threat on Hasina's life from a little-known rebel group that said: "Don't think Shaikh Hasina is out of danger. We missed our previous chance but now we are very careful for our mission".
Khalida condemned the attack and called for unity among political parties and vowed to capture the attackers.
"The bigger challenge for Begum Khaleda would be to make noticeable progress in tracking down the real culprits," said Motiur Rahman Chowdhury, editor of the popular Bengali daily Manabjamin.
The Awami League, a secular party that helped lead Bangladesh to independence from Pakistan in 1971, lost elections to Khalida's BNP-led coalition in October 2001.