The most common stars in the universe are red dwarf stars, which means that rocky exoplanets are most likely to be found orbiting such a star. Red dwarf stars are cool, so a planet has to hug it in a tight orbit to stay warm enough to potentially host liquid water (meaning it lies in the habitable zone). Such stars are also active, particularly when they are young, releasing ultraviolet and X-ray radiation that could destroy planetary atmospheres. As a result, one important open question in astronomy is whether a rocky planet could maintain, or reestablish, an atmosphere in such a harsh environment.
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Source: ScienceDaily