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Is there any phase transition occur in paramagnetism to diamagnetism transitions state. What should be the order and how will I calculate the order?

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A first-order one was claimed to be observed as recently as in 2011: And this 2005 paper is also about a first-order one, if I see well:… But I am not familiar with the big picture here. –  Luboš Motl Dec 5 '12 at 21:38

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There is no necessity for there to be a phase transition between paramagnetic and diagmagnetic. They differ only in the sign of a response function, and there is no reason why one coould not continuously deform a paramagnetic material into a diagmagnetic one. As with all properties of materials one could get a discontinuous change in the magnetic response if there is a phase transition, and this is way to detect changes in magnetic order (for example an antiferromagnetic to disordered state). But there is no necessity for a phase transition.

Beware that in some areas the disordered magnetic state is called the "paramagnetic state". This is just an overloading of terminology.

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