I'm writing a research paper in finance. I'm taking help of Wikipedia definitions for the introduction part. Do I have to mention it in the Appendix part?
I would recommend that you do not use Wikipedia definitions---they're good as a starting point for informing yourself, but aren't generally considered reliable enough to be citable literature.
Instead, follow the references provided on the Wikipedia page to back up those definitions, and you should be able to find a more primary-source document that is appropriate to take definitions from and to formally cite.