How do I join two co-axial cables? I'm trying to join two ends of co-axial cables. I've managed to connect the two ends of copper wires but still the signal response is very low. When I try to stretch the cable signal gets good. Why does this occur? Is there a reason some sort of special procedure is needed to join the two ends of co-axial cables?
 A: I suppose the figure in this link is what you are talking about.
The reason one uses a coaxial cable is in order to reduce unwanted interference with the signal.

One advantage of coax over other types of radio transmission line is that in an ideal coaxial cable the electromagnetic field carrying the signal exists only in the space between the inner and outer conductors. 

So it is not enough to just join the two copper leads ( shown in figure) because the isolation of the signal between the two copper surfaces ( inner wire and outer mesh) is lost at the break. 
How to improve:
Make sure that the solderings are good and large enough, not small point contacts. Wrap plastic electrician's  insulating tape around the inner wire region to mimic the thickness of the internal plastic. Use aluminum wrap for the exposed length  to mimic the mesh, if you put a bit of solder with the mesh,better. Wrap the whole in insulating tape. That should do it. 
A: The best way is to use specialized connectors available in market. They will reduce your EM interference considerably than any DIY approach.
You will need a wire cap for both end and a connector to join the wire cap.
But if you are not looking for any professional solutions, @anna 's answer might be good enough.
You can get a very technical description of what that mean here
