This study investigated the-turn-of-month and day-of-the-week effects in Vietnamese stock market over the period of January 2004 to December 2012. The data series were divided into two parts, in which the first part took place in the pre-global financial crisis period (from 05/01/2004 to 28/12/2007) and the latter is the post-global financial crisis period (from 02/01/2009 to 28/12/2012). The results showed that there was effect of the-turn-of-month in Vietnamese stock markets from 2009 to 2012 whilst no the turn-of-month effect was found during the time before 2008. In addition, there was no Monday-effect in Vietnamese stock market. VN Index return distribution was not normally distributed from 2004 to 2012. The study also found that the maximum average return was on Friday and the maximum volatility was on Monday. Moreover, the result from Augmented Dickey-Fuller indicated that daily return of VN Index is stationary at 1% level of significance. The results from this study suggest that investors can predict the behaviour and volatility of market in order to improve their returns based on calendar effects in Vietnamese stock market.