Personally I don't believe in the accepted definition of a ghost, that is that it is some sort of trapped spirit wandering the Earth looking for eternal peace.
If you know me, or have read any of my hubs, you will realise I believe in the enormous power of the human mind and it is within there that ghosts are created. They can be created for many reasons say for comfort after a bereavement or stimulated by a suggestion from an outside trigger such as a suggestion that some place or room maybe haunted.
So in your case yes it is possible for a ghost to move with you from place to place because you want it to do so, albeit subconsciously. Your mind created the apparition and for whatever reason seeks or enjoys its company.