As soon as Lady Comstock has "risen from the dead" a new battle will commence. Lady Comstock has an unpleasant habit of bringing nearby dead people back to the world of the living and as a result killing standard enemies is pointless since she can resurrect them. Focus your attacks on the ghost and try to immobilize Lady Comstock's helpers by using Bucking Bronco or Murder of Crows vigors. Following this tactic should allow you to gain an easy victory and as soon as Lady Comstock is dealt with all of her spectre allies will return to the underworld as well.
Leave the cemetery after the battle, listening to Lutece siblings along the way. Open tears responsible for summoning ammunition or medical supplies if you need to, because you'll soon take part in new fights. You should also memorize the tears in case you need to return for the supplies while fighting your way through the Emporia.