  It is commonly accepted that shear waves do not propagate in a liquid medium.
The shear wave energy is supposed to dissipate nearly instantaneously. This
statement originates from the difficulty to access static shear stress in
macroscopic liquids. In this paper, we take a different approach. We focus on
the stability of the thermal equilibrium while the liquid (glycerol) is
submitted to a sudden shear strain at sub-millimetre scale. A thermal response
of the deformed liquid is unveiled. The liquid exhibits simultaneous and
opposite bands of about +0.04 {\deg}C and -0.04 {\deg}C temperature variations.
The sudden thermal changes exclude the possibility of heat transfer and
highlight the ability of the liquid to store the shear energy in non-uniform
thermodynamic states. The thermal effects depend nearly linearly on the
amplitude of the deformation supporting the hypothesis of a shear wave
propagation (elastic correlations) extending up to several hundreds microns.
This new physical effect can be explained in terms of the underlying phonon
physics of confined liquids, which unveils a hidden solid-like response with
many similarities to glassy systems.
