There are different types of stars and maybe we cannot even count them. There are stars that differ from others due to their velocity I think and are known as Hypervelocity stars. These stars have too much high velocity that is not possible for other ordinary stars that are present in our galaxy.
They can have too much high velocity that can go beyond escape velocity of our galaxy Milky Way. When these stars get such great velocity they get out of our galaxy. According to a book I own, normal stars in our galaxy have velocity of around 100 km/s but hypervelocity stars have too much high velocity as compared to normal stars (1000 km/s).
Recommended: Space trip with helium balloon
According to Wikipedia existence of Hypervelocity stars was predicted in 1988 although their existence was confirmed in 2005.
Related: Earth like exoplanet discovered in 2013
From where these hypervelocity stars originate?
One of two stars is captured by Black hole when binary stars come closer to it whereas other escapes with high velocity.
New class which is discovered recently
According to Vanderbilt these new hypervelocity stars discovered are different from old ones.
The original hypervelocity stars are large blue stars and appear to have originated from the galactic center. Our new stars are relatively small – about the size of the sun – and the surprising part is that none of them appear to come from the galactic core.
Sources: Vanderbilt, flickr and Wikipedia
