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Spatial Modulation (SM) is a recently proposed low--complexity modulation scheme for multiple-antenna wireless systems. Recent works have shown that state-of-the-art SM provides a multiplexing gain with respect to single-antenna systems by avoiding inter-channel interference, but it is inherently unable to achieve transmit-diversity. The aim of this paper is to shed light on the design of multiple-antenna wireless systems that exploit the SM concept and can achieve transmit-diversity gains. More specifically, we propose a novel modulation concept, which in a unique fashion combines the high multiplexing gain offered by SM and the transmit-diversity gain provided by Space Time Block Codes (STBCs) technology. This modulation scheme is introduced here for the first time and referred to as "Spatially-Modulated STBCs" (SM-STBC). By using analysis and simulation, we show that SM-STBC achieves multiplexing and diversity gains, as well as still retains a single-stream receiver implementation. By using numerical simulations, we show that the proposed code can provide better performance than state-of-the-art Alamouti and rate-3/4 STBCs.