Yes, in my case cables used anywhere in the system have an effect on sound. Including speaker wirings and even the electronic PCB cards tracks have an effect. I had an old tube preamplifier I disconnected all the PCB tracks and replaced them with point to point wirings. The sound improved a lot.
If you want to test try these tow cheap cables below recommended by Whathifi. Try them separately first and then both connected in parallel (Make sure the cables get enough burn in time first). The Clearwater is good with treble while the Rocket is good with bass. I use them connected in parallel.
Van den Hul The Clearwater and AudioQuest Rocket 11
Even the wires in the crossover coils have an effect. I replaced the LF filter coils with Jantzen Audio WaxCoil 12awg and the sound got better. I will replace the rest soon, I had already replaced the capacitors some time ago.