We should be more specific about where ferrite cores work and where they do not.
IMO they do not work on analog signal cables. They also do not work on power cables that are supplying power to a component with a linear/transformer based power supply. The ferrite does removes noise, but also seems to slow down the transient of the power feed and creates a weird magnetic effect that gets worse the longer the ferrite is on the cable.
But I have heard them improve a switch mode power supply, both on the input of the SMPS and the output of a SMPS.
