Usually no. However, yes in a manner of speaking.

No:

Primarily both properties are material specific. Therefore, no there shouldn't be an effect of the geometry on either the yield or the tensile stress.

yes : (*)

A typical example where geometry appears to have an effect on yield and tensile stress is the effect of thickness of sheet of steels. Usually thinner steels exhibit higher yield points (see cold roll sheet catalog page.8) and ultimate tensile strengths (see Steel construction) However, in truth that is more of an effect of process.

Sheets of steel, that come out of rolling processes (especially cold rolling processes), have their grains refined. In most cases what happens is that the grains of the material become more elongated.

This turns the material behaviour to slightly orthotropic and exhibits higher tensile strengths in the direction of the rolling. The result is that thinner materials exhibit better yield and uts values with thinner materials.

See also this question