After three decades of the discovery of the first extrasolar planet, the number of known exoplanets has grown exponentially to more than 4000. This rapid evolution in the number of discoveries has been mainly produced by the launch of the two most effective planet-hunter missions, Kepler and TESS, which have been performing a massive search of exoplanets from space.

The discovery of the first exoplanets motivated the study of their atmospheres.  However, the main difficulty when attempting to detect exoplanet atmospheres using direct observations is the large planet-to-star contrast ratio. Fortunately, a very valuable sample of exoplanets was discovered soon thereafter, the transiting planets, which made possible the first detection of an exoplanet atmosphere. This sample is mainly formed by close-in planets with short orbital periods, which have a higher probability to present transit events at a given time along their orbit. Transits occur when an exoplanet crosses the stellar disc with respect of the observer's line-of-sight. During the transit of an exoplanet, part of the stellar light goes through the exoplanet atmosphere and, depending on the composition of the atmosphere, faint spectral features will be imprinted in the stellar spectrum that we observe. This methodology is called transmission spectroscopy.

This thesis is focused on the search and characterisation of atmospheric signals from the exoplanet atmosphere, the transmission spectrum, using high resolution transmission spectroscopy observations of four different exoplanets. During the last few years, high resolution spectroscopy has become one of the most used and powerful techniques to study the exoplanets atmosphere, due to its capability to resolve single spectral lines in the transmission spectrum.

The first exoplanet analysed in this thesis is the hot Jupiter HD 189733b, a benchmark exoplanet on which the first detection of neutral sodium (NaI) using high resolution spectroscopy observations was reported. Using HARPS archival data and following the methodology from previous studies, we reproduce the NaI detection in the transmission spectrum and slightly improve the correction of the Earth atmospheric contamination, while pointing out the importance of considering the Earth's movement during the night. In parallel, this same methodology is applied to new HARPS-N observations of the Saturn-mass planet WASP-69b, resulting in the detection of NaI, but only resolving one line of the doublet, probably due to the signal-to-noise ratio of the observations. This analysis considers, for the first time, the impact of two transit effects that modify the transmission spectrum of an exoplanet: the centre-to-limb variation (CLV) and the Rossiter-McLaughlin (RM) effect. During the transit, the exoplanet blocks the light from different regions of the stellar surface which have different characteristics. This lack of flux results in a deformation of the stellar spectral lines that is propagated to the transmission spectrum. Its impact depends on the geometry of the system, the rotational velocity of the star, and the spectral type. Although in this study the effects remain at the noise level precision of the observations, their importance in atmospheric studies is stressed out. These results are compiled in Casasayas-Barris et al. (2017).

The third exoplanet is the ultra hot Jupiter MASCARA-2b, which has an equilibrium temperature around 2300K. The observations performed with HARPS-N during only one transit of the exoplanet suggest the presence of NaI and hydrogen in its atmosphere, and a high temperature in the upper atmosphere. The results of this study are presented in Casasayas-Barris et al. (2018). After two more transit observations with HARPS-N and one with CARMENES, the suggested features are confirmed, together with the first detection of the ionised calcium triplet and ionised iron lines. The results confirm the theoretical predictions that the upper atmosphere of ultra hot Jupiters is made up of ions probably coming from their extremely hot permanent day-side. On the other hand, this study shows the importance of a two-dimensional tomographic analysis of the different species as a confirmation of their planetary origin, and the visualisation of other stellar effects such as the RM and CLV. These last results are detailed in Casasayas-Barris et al. (2019).

Finally, HD 209458b, one of the most famous exoplanets, is studied using HARPS-N and CARMENES archival data, and ESPRESSO Guaranteed Time Observations. The results are compiled in Casasayas-Barris et al. (2020, 2021). In contrast with previous studies claiming a NaI detection, our results are consistent with the modelled RM and CLV effects on the stellar lines, without considering the contribution from the exoplanet atmosphere. In this study we stress the importance of accounting for these effects when attempting to extract the atmosphere of an exoplanet from high resolution observations.