Yes, but....it's apparently a limited market similar to but not quite as small as poetry.
The good thing is that with web magazines/publications there are many more small markets for such work if you are willing to do the footwork to find and submit to them.
If you are interested in self-publishing collections then it's a matter of marketing to the appropriate (again small) groups.
I've learned during my time as a writer that my place/interest is in short fiction, poetry and non-fiction (essays, articles, creative non-fiction) and that is where I've been focusing my efforts in writing, marketing and publishing the last three years since my 'retirement.' I've not put completely away the idea of writing a novel and have a few ideas floating around that I keep working on intermittently, but of late I'm focused on Flash Fiction, Poetry, Prose Poetry and Short Stories. I will continue to put one foot in front of the other along that path.