Sure. It was proposed back in the 1930s. It even has its own Wikipedia entry:
https://en.wikipedia.org/wiki/Luxemburg%E2%80%93Gorky_effectIf you want to hear it in action live, go to the UTwente SDR and tune to 162, where Radio France used to be (until Jan 1, 2017). They left the TX on (without normal voice modulation) because, in addition to Radio France programming, it was carrying the digital modulation of the national time signal and they didn't want to remove access to that by shutting down the TX completely.
https://en.wikipedia.org/wiki/Allouis_longwave_transmitterIn any case, you can hear voice modulation underneath that is co-incident in time with another station (forget which one). While I guess that could be a spurious product in the SDR, it is marked as being the Luxembourg Effect on the SDR dial. (I assume others have heard it on other receivers to make it not just an artifact of the SDR.)