In short, no. Since no data changes occur, there is no need to store anything in the log. In fact, the value of ROLLBACK does not matter, even if it is COMMIT ed, there are still no data changes and, therefore, are not logged.
DELETE , UPDATE and INSERT . SELECT no. If you want to register such queries, you can use tracing, use SQL Audit, create your own registration solution, or use a third-party product tool.
Here is some information about the different methods:
http://solutioncenter.apexsql.com/auditing-select-statements-on-sql-server/
Here is more information about SQL Audit:
http://blogs.msdn.com/b/sreekarm/archive/2009/01/05/auditing-select-statements-in-sql-server-2008.aspx
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