But you can't 'just split it in two'. If your paragraph is so big that it goes onto the next page; then it's too broad a topic, and you need to split it into two complete sub-topics.
So yes, you need to finish it like a normal paragraph.
You don't cut off a paragraph because it is too long. Work out why it's too long and either cut words, or split it into two fully formed ideas.
Both paragraphs need to be complete thoughts.