\textbf{Context.} Deep optical surveys open the avenue for find large numbers
of BL Lac objects that are hard to identify because they lack the unique
properties classifying them as such. While radio or X-ray surveys typically
reveal dozens of sources, recent compilations based on optical criteria alone
have increased the number of BL Lac candidates considerably. However, these
compilations are subject to biases and may contain a substantial number of
contaminating sources. \textbf{Aims.} In this paper we extend our analysis of
182 optically selected BL Lac object candidates from the SDSS with respect to
an earlier study. The main goal is to determine the number of bona fide BL Lac
objects in this sample. \textbf{Methods.} We examine their variability
characteristics, determine their broad-band radio-UV SEDs, and search for the
presence of a host galaxy. In addition we present new optical spectra for 27
targets with improved S/N with respect to the SDSS spectra. \textbf{Results.}
At least 59% of our targets have shown variability between SDSS DR2 and our
observations by more than 0.1-0.27 mag de- pending on the telescope used. A
host galaxy was detected in 36% of our targets. The host galaxy type and
luminosities are consistent with earlier studies of BL Lac host galaxies.
Simple fits to broad-band SEDS for 104 targets of our sample derived
synchrotron peak frequencies between 13.5≤log10(νpeak)≤16 with a peak at
log10∼14.5. Our new optical spectra do not reveal any new
redshift for any of our objects. Thus the sample contains a large number of
bona fide BL Lac objects and seems to contain a substantial fraction of
intermediate-frequency peaked BL Lacs.Comment: Accepted for publication in A\&