This is a very good questins, which most of us never even think about..............Well after doing ton's of research, plus my own person opinion I would say YES!
Normally if you go to a cemetery or any other paranormal investigating something will not follow you home, however there is a lot of evidence to suggest that this has happened before and can happen again. Be very carfull!
Don't let your investigating turn into your own person "exorcist story"
To be safe you should say the St. Michael prayer or the prayer of your liking before entering and leaving any paranormal investigation.Here is the St. Michael prayer If you don't already have your own.
Saint Michael the Archangel,
defend us in battle,
be our protection
against the wickedness and
snares of the devil;
may God rebuke him,
we humble pray;
and do thou, O Prince
of the heavenly host,
by the power of God
cast into hell
Satan and all evil spirits
who wander through the world
seeking the ruin of souls.
Amen