Maybe, but that doesn't seem to be the right question.
The variables that affect the resonance - and hence the sound - of a guitar are many and diverse. e.g. what wood is the body made of - mahagony, swamp ash, maple, ebony, basswood ... - or the neck, or the fingerboard - and is the body one piece, or 3 or 4? And does it have a cap, and is it flat, carved or tapered like an S? Solid, hollow or semi-hollow? Is the bridge fixed or a trem? Plastic, ivory or metal nut? Set neck, bolt neck or through body? What pickups are you dealing with - 'buckers or single coils or both - PAF or Evos, noiseless or lace sensors? Are the strings light or heavy guage, coated or uncoated? Do you use a pick or your fingers?
Any of those factors could, and probably will, affect the sound of the guitar more than the finish. Assuming you are talking about a solid body guitar, if the ONLY thing that you change is the finish, the unfinished version may sound marginally different from the finished version.
My kid has 3 Ibanezes one oiled S5470, a PGM 301 and a Jem 77 - two thick finishes, one unfinished, and they all sound great, but all sound different from one another. Easiest, cheapest way to affect resonance is change your strings. Go to a few stores and try all the different iterations out and have a great time doing it.