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In this letter, a novel technique for direct conversion of an optical baseband quadrature phase-shift keying (QPSK) signal to a millimeter-wave wireless signal and subsequent signal demodulation is reported. Optical heterodyne mixing of the optical baseband QPSK signal with a free-running unmodulated laser for the wireless signal generation is employed. To correct for the phase and frequency offset originating from the heterodyne mixing of the two free-running lasers, wireless signal demodulation based on optical coherent detection in combination with baseband digital signal processing is implemented. As a proof of concept, 5-Gb/s amplitude-shift keying and up to a 16-Gb/s QPSK wireless signal in the band of 75-110 GHz was generated and successfully demodulated. All-photonic millimeter-wave wireless signal generation and digital coherent detection at baud-rate are employed without complex optical phase-locked loop.