Largely, in a novel you can do what you want. As a ghost hunter I proclaim that what we know as ghosts is really just stored energy. While a ghost might move things, or even destroy things, they cannot speak except to cause wind or air to blow through a physical object. They are a ghost - no vocal cords. Now, as to holding things...in the true ghost hunting realm, I would say possible, not probable. A cigar smoking ghost in their previous life might have been attracted to a cigar, therefore were a cigar in the room, the ghost (or energy) would move toward the cigar.
For information on ghosts, you can google ghost hunters. You will find multiple associations in every state.
hope this helps -- boo dwb