AIMS: We present a sample of candidate quasars selected using the KX-technique. The data cover 0.68 deg^2 of the X-ray Multi-Mirror (XMM) Large-Scale Structure (LSS) survey area where overlapping multi-wavelength imaging data permits an investigation of the physical nature of selected sources. METHODS: The KX method identifies quasars on the basis of their optical (R and z') to near-infrared (Ks) photometry and point-like morphology. We combine these data with optical (u*,g'r',i',z') and mid-infrared (3.6-24 micron) wavebands to reconstruct the spectral energy distributions (SEDs) of candidate quasars. RESULTS: Of 93 sources selected as candidate quasars by the KX method, 25 are classified as quasars by the subsequent SED analysis. Spectroscopic observations are available for 12/25 of these sources and confirm the quasar hypothesis in each case. Even more, 90% of the SED-classified quasars show X-ray emission, a property not shared by any of the false candidates in the KX-selected sample. Applying a photometric redshift analysis to the sources without spectroscopy indicates that the 25 sources classified as quasars occupy the interval 0.7 < z < 2.5. The remaining 68/93 sources are classified as stars and unresolved galaxies.

13 pages, 9 figures, A&A 494, p. 579-589. Replaced with published version. Fig. 9 in first astro-ph submission has been updated