This thesis presents observations of exoplanets orbiting very close to their parent star, with a particular focus on a novel technique for characterizing their atmospheres. This is based on the use of high-resolution spectroscopy from the ground. The first detection of the atmosphere of a non-transiting planet is presented, together with the determination of its mass and orbital inclination. Moreover, it is shown that high-dispersion spectroscopy is very effective in recognizing molecular species, measuring their relative abundances, and determining whether temperature increases or decreases with altitude in the observed planetary atmospheres. The method also led to the measurement of the rotational period of a transiting exoplanet, which was found to be tidally locked, in line with theoretical predictions. Finally, the evidence for the disintegration of a small, rocky planet candidate in the Kepler database is presented. This result was obtained by fitting the light curve of the object with a model of a trailing tail of dust.Stars and planetary system