Loudspeaker cables, yes. But only by virtue of differences in cable DC resistance causing audible power loss at loudspeaker minima impedance.
The rest: all the proven understanding, all the evidence (what there is from blind listening trials), all the marketing and most anecdote strongly suggests listener suggestibility as the most likely explanation.
The other possibility, that there is some other as yet unknown explanation, is a favourite for all manner of woo woo and crank ideas. This possibility, because it is a possibility, isn't however an explanation. Although it is often given as and believed to be such.