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Usually, superconductive strands are characterized and quality controlled by performing short sample tests. These tests are often carried out using liquid cryogen or cold gas flow as coolant. However, in some measurements, the use of a more adiabatic approach is beneficial. This can be achieved with a conduction-cooled system. The advantages and the disadvantages of using a conduction-cooled measurement are presented. The thermal and electrical aspects of a typical conduction-cooled sample holder are discussed by studying the steady-state and transient operation of such a setup with a 3-D finite-element method model. Also, improving the electrical contact resistance of a clamped current/cooling contact facilitating fast sample changeover was experimentally analyzed. The obtained results indicated that an inadequate sample holder can cause excessive heat generation, can slow down quench recovery, and can complicate burnout protection. Finally, the electrical and thermal properties of typical MgB2 samples under test were modeled to have a significant effect on the operation of a conduction-cooled measurement system. An order of magnitude increase was observed in both ohmic losses and quench recovery time, when the outer sheath material of the simulated superconductor was changed from copper to Monel.