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Constructions of square, maximum rate Complex Orthogonal Space-Time Block Codes (CO STBCs) are well known, however codes constructed via the known methods include numerous zeros, which impede their practical implementation. By modifying the Williamson and Wallis-Whiteman arrays to apply to complex matrices, we propose two methods of construction of square, order-4n CO STBCs from square, order-n codes which satisfy certain properties. Applying the proposed methods, we construct square, maximum rate, order-8 CO STBCs with no zeros, such that the transmitted symbols equally disperse through transmit antennas. Those codes, referred to as the improved square CO STBCs, have the advantages that the power is equally transmitted via each transmit antenna during every symbol time slot and that a lower peak-to-mean power ratio per each antenna is required to achieve the same bit error rates as for the conventional CO STBCs with zeros.