What kind of star was shining when Jesus was born? After they had heard the king, they went on their way, and the
  star they had seen when it rose went ahead of them until it stopped over the place where the child was. When they saw the star, they were overjoyed. On coming to the house, they saw the child
  with his mother Mary, and they bowed down and worshiped him. Then they
  opened their treasures and presented him with gifts of gold,
  frankincense and myrrh. (Matthew 2:9-11, NIV)


I have never seen a star the moves and that can stop above a particular place. In fact, when I travel at night in a bus or train, the faster I move, the faster the moon and stars appear to follow me. I can't comprehend how exactly a single star can show a particular location and appears to stop over a particular house. If you think that a particular star is exactly above you, just keep on moving and wherever you go it will follow you and it will always be right above you, no matter where you are.

The star that shined during the birth of Jesus didn't seem to be a normal star. It might not be a star at all! A star that moves and so strange that even the wise men from the east followed it because they believe that it was a sign of the birth of a new king. 

What kind of star was shining at the birth of Jesus?

How have scholars explained this?
The Star which led the wise men was a new Heavenly body.
Matthew chapter 2:KJV

2  Saying, Where is he that is born King of the Jews? for we have seen his star in the east, and are come to worship him.
7  Then Herod, when he had privily called the wise men, enquired of them diligently what time the star appeared.

The Star may not have been a Star, but a (messenger of God) which shined like a Star.
Matthew 2:9  KJV

When they had heard the king, they departed; and, lo, the star, which they saw in the east, went before them, till it came and stood over where the young child was.

Whatever it as it could not have been a Star as we know them since to us a Star is actually a distant Sun, and this Star was low enough that it could guide them and move to where Jesus was. The wise men may have deemed it a Star for lack of any other descriptive of it's phenomena.
It should also be noted that King Herod asked them when the Star appeared, and if that Star were to have appeared where it could be seen by everyone, why was Herod not aware of it.
The Bible does not tell us that the Shepherds saw the Star:
Luke chapter 2:9 through 18 KJV

9  And, lo, the angel of the Lord came upon them, and the glory of the Lord shone round about them: and they were sore afraid.
10  And the angel said unto them, Fear not: for, behold, I bring you good tidings of great joy, which shall be to all people.
11  For unto you is born this day in the city of David a Saviour, which is Christ the Lord.
12  And this shall be a sign unto you; Ye shall find the babe wrapped in swaddling clothes, lying in a manger.
13  And suddenly there was with the angel a multitude of the heavenly host praising God, and saying,
14  Glory to God in the highest, and on earth peace, good will toward men.
15  And it came to pass, as the angels were gone away from them into heaven, the shepherds said one to another, Let us now go even unto Bethlehem, and see this thing which is come to pass, which the Lord hath made known unto us.
16  And they came with haste, and found Mary, and Joseph, and the babe lying in a manger.
17  And when they had seen it, they made known abroad the saying which was told them concerning this child.
18  And all they that heard it wondered at those things which were told them by the shepherds.

Since the birth of Jesus was such an Earth changing event it seems to me that announcing with a shining Angel would fit just right with what I know of God