A.T. Robertson Commentary Matthew 2:9

"And they, having heard the king, went their way; and lo, the star, which they saw in the east, went before them, till it came and stood over where the young child was." — Matthew 2:9 (ASV)

Went before them (προηγεν αυτους). Imperfect tense, kept on in front of them, not as a guide to the town since they now knew that, but to the place where the child was, the inn according to Lu 2:7. Justin Martyr says that it was in a cave. The stall where the cattle and donkeys stayed may have been beneath the inn in the side of the hill.