Which is haunted? Your property itself (inside the house or some part of it) or the entire location (outside)? Yes,yomay research on the history of the locality. You may also go to the office of the registry of deed (if there is such an office in your area) and ask if you can be provided a list of the property's previous owners...

Haunted houses, if you believe in spirits, are places where earth-bound spirits reside. In my country, there is a group called Spirit Questors; they have the "gift" to communicate with negative and positive spirits residing and mingling with ordinary people. I, myself, have witnessed how a spirit quest was done in one of the haunted houses in our area.

Check this out: http://come.to/spiritquest

 You probably could find out the history of your home by going to the court house in your city, or maybe a library.

 Go to your local library and ask where you find out history on property