cheap vs more expensive vodka

Does anyone notice any difference between vodkas in terms of effect and hangovers, depending on the price? For example, where I live I can buy a generic 1L vodka for 12€, but I usually go for something like Absolut or Finlandia, at 0.7L and around 15-17€, since I don’t really “trust” something that cheap. But is there really any huge difference, or is it just marketing?