Ferromagnetism is experienced by everyone.

But paramagnetism is not easy to perceive.

So, who discovered paramagnetism first? The question is actually, who distinguished paramagnetism with ferromagnetism?

It appears that Faraday discovered it and that W. Whewell coined the term.

"paramagnetism, n.". OED Online. December 2015. Oxford University Press. (accessed January 24, 2016).:

W. Whewell Let. c 10 Dec. in M. Faraday Corr. (1996) III. 442, I think you may keep diamagnetic for this class, and give to the opposite class a name implying that they rank along with magnetic bodies. I propose paramagnetic... Then this new branch of science, for so, of course, it will soon become, will be Paramagnetism.

On page 423 of Helmut Rechenberg's "The Historical Development of Quantum Theory", it is stated that Paul Langevin first described paramagnetism as being due to the presence of unpaired electrons in atomic or molecular orbitals in a 1905 publication.

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