A high inductance or capacitance cable would lessen the highs. Some expensive cables that can cost twice that of your speakers on even small runs would.
If you perceive brillance in your speakers, the room accoustics is often the FIRST suspect. Not the cables. Good cables are supposed to be transparent, allowing all the musical signals to pass through unimpeded. Good cables are not supposed to color the sound of your gears in any way. So a colored cable should not be used as some form of fixed equalizer or tone control. But expensive cables have been known to act like a fixed equalizer or tone control.
Sonic brightness can often and easily be tamed down by a well-treated room, using carpet, thick drapes, cushions and teddy bears scattered over reflective areas. Using book shelves with various books can diffract or lessen first wave reflections across a speaker. Room accoustics and speaker placement can often alter the sound that reach your ears more dramatically than changing any part of your equipment. Much less with cables.
Check out the articles on this site:
http://www.audioholics.com/techtips/roomacoustics/index.php
