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This work addresses the relationship between mimetic behavior and stock market liquidity, a relationship that is rarely studied when investigating mimetic behavior in the market. Mining data from the constituent stocks of the most well-known indices in the BRICS markets (Brazil, Russia, India, China, and South Africa), we test this relationship during the period between 2006 and 2016. We initially find almost no evidence of mimetic behavior. But, when we condition on the presence of liquidity, we find a relationship between liquidity and this mimetic behavior in India, Russia, and China. And when we divide our period into three subperiods, the validity test (the Granger causality test) shows that the crisis does not affect this behavior, and it mentions a relationship between them in all subperiods.