The effects are strongest while you are listening to the tones because your brainwaves are synchronized and tuned into the frequency range you desire at that time.  After you've stopped listening the effects can still linger for a while afterwards.  The timescale will vary from person to person and be affected by what you do after you've stopped listening.
The phenomena of brainwave entrainment was first described in the scientific literature in 1973 by Gerald Oster in results published in an article in Scientific American entitled, “Auditory Beats in the Brain”. He showed that a specific brainwave could be induced when a person heard two separate, but closely related, sound frequencies, one in each ear. He discovered that when the frequencies heard by each ear differed by about 10 hertz, the brainwave pattern of the person hearing the sound would synchronize to the difference between the two frequencies. For example, if the person heard a 410 hertz sound in one ear and a 400 hertz sound in the other ear, their brainwaves would stabilize at the difference between the two, or 10 hertz. This technique is called binaural beats, and it is a fundamental principle of brainwave entrainment methods.

This research investigates the brainwave entrainment process and aims to demonstrate the usefulness of such an approach within the framework of cognitive performance improvements. In the introductory part the theories regarding the neurophysiological structure and the psychological processing of the cognitive system are discussed, for each of their components that are considered to be relevant for this research. The hypothesis states that the stimulation with binaural beats and stroboscopic light, synchronized at 10.2 Hz frequency, will produce a positive change in cognition. The research variables are the cognitive performance (the dependent variable) and the brainwave entrainment (the independent variable). The brainwave entrainment program consists in the synchronized application of Alpha binaural beats and stroboscopic light, at a 10.2 Hz frequency, in a 30 minutes long session. The difference was made by the stroop effect based exercise that was used as a frame. There were 60 participants, divided into two independent samples. The two independent samples t test for the means differences was used in the statistical analysis. The obtained results by evaluations and by statistics confirmed this research's hypothesis, stating that the stimulation with binaural beats and stroboscopic light, synchronized at 10.2 Hz frequency, will produce a positive change in cognition.
In 1956, the famous neuroscientist W. Gray Walter published the results of studying thousands of test subjects using photic stimulation, showing their change in mental and emotional states. He also learned that photic stimulation not only altered brainwaves, but that these changes were occurring in areas of the brain outside of vision. In Walter’s words:
Nothing is more stressful than being unprepared. Get organized so you're ready for the next day, taking a few minutes to make a to-do list and clean up before you leave. Knowing you've got everything covered means you'll be less likely to fret about work in the evenings. When you come in the next morning, you'll have the sense that you're in control of the situation and can handle it. This sets a positive tone for the day, which can help you get more accomplished. (You can even turn your nightly beauty routine into a stress-relieving practice.)
If mind-consciousness is not the brain, why then does science relate states of consciousness and mental functioning to Brainwave frequencies? And how is it that audio with embedded binaural beats alters brain waves? The first question can be answered in terms of instrumentation. There is no objective way to measure mind or consciousness with an instrument. Mind-consciousness appears to be a field phenomenon which interfaces with the body and the neurological structures of the brain (Hunt, 1995). One cannot measure this field directly with current instrumentation. On the other hand, the electrical potentials of brain waves can be measured and easily quantified. Contemporary science likes things that can be measured and quantified. The problem here lies in oversimplification of the observations. EEG patterns measured on the cortex are the result of electro-neurological activity of the brain. But the brain's electro-neurological activity is not mind-consciousness. EEG measurements then are only an indirect means of assessing the mind-consciousness interface with the neurological structures of the brain. As crude as this may seem, the EEG has been a reliable way for researchers to estimate states of consciousness based on the relative proportions of EEG frequencies. Stated another way, certain EEG patterns have been historically associated with specific states of consciousness. It is reasonable to assume, given the current EEG literature, that if a specific EEG pattern emerges it is probably accompanied by a particular state of consciousness.  
According to Dr. Mark Hyman, eating whole, real foods restores balance and reduces the effects of stress on your body. Replacing harmful substances such as caffeine, alcohol, and refined sugars, with clean proteins, fruits, vegetables, and healthy fats helps regulate your hormone levels, including stress hormones. Food As Medicine Education Director Kathie Swift, MS, RDN, LDN, FAND, EBQ cites the connection between the gut and brain in relieving stress. The gut and brain are constantly sending signals to each other, so by keeping your microbiota (the bacteria in your gut) healthy, your brain feels less stressed.
The I-Doser claims it can emulate prescription drug-like effects by listening to MP3's, to get stoned.[1] This is largely a moral panic by parents who flunked science fueled by the eternal quest by teenagers to get stoned, and stupid ones convincing their friends it works. It is really more of wishful thinking and making yourself disoriented by playing discordant sounds really damn loud. If you want to experience it yourself, you can always listen to Bjork Captain Beefheart dubstep.
You may not always be in the mood for meditation when your thoughts are racing, though it is a powerhouse of a stress reliever; you may sometimes face relationship stress that isn't as well-managed by breathing exercises (another highly effective stress reliever) as it might be by learning communication techniques. Guided imagery is fantastic for before bedtime while games are an optimal stress reliever to share with friends.
Most of the tips we’ve suggested provide immediate relief, but there are also many lifestyle changes that can be more effective in the long run. The concept of “mindfulness” is a large part of meditative and somatic approaches to mental health, and has become popular in modern psychotherapy. From yoga and tai chi to meditation and Pilates, these systems of mindfulness incorporate physical and mental exercises that prevent stress from becoming a problem. Try joining a class.
Stress levels and a proper diet are closely related. When we’re overwhelmed, we often forget to eat well and resort to using sugary, fatty snack foods as a pick-me-up. Try to avoid sugary snacks and plan ahead. Fruits and vegetables are always good, and fish with high levels of omega-3 fatty acids have been shown to reduce the symptoms of stress. A tuna sandwich really is brain food.

To use your senses to quickly relieve stress, you first need to identify the sensory experiences that work best for you. This can require some experimentation. As you employ different senses, note how quickly your stress levels drop. And be as precise as possible. What is the specific kind of sound or type of movement that affects you the most? For example, if you’re a music lover, listen to many different artists and types of music until you find the song that instantly lifts and relaxes you.
Monaural beats have similarities to binaural beats, but the two separate frequencies are delivered through a pulse pattern and mixed before they reach the listeners ears, resulting in the advantage of being audible without stereo headphones. However, using stereo headphones intensifies the effectiveness of monaural beats and is recommended for the best effect. 
When stress attacks, it can feel like your whole world is crashing down. Remind yourself what’s good in your life with a quick gratitude round-up. “Studies show gratitude techniques like counting your blessings can be a significant stress reducer,” Dr. Serani says. “Gratitude research reports that those who utilize daily gratitude reflections have higher levels of positive emotions, life satisfaction, vitality, optimism, and lower levels of depression and stress.” Reminding yourself of the good things in life can put stress in perspective. “Studies show that cultivating an optimistic mindset can help you maintain a positive mood,” Whitaker says. “When you are positive and grateful, you are able to handle difficult situations better.” Just look out for these stress relievers that actually backfire.
Gamma was dismissed as 'spare brain noise' until researchers discovered it was highly active when in states of universal love, altruism, and the ‘higher virtues’. Gamma is also above the frequency of neuronal firing, so how it is generated remains a mystery. It is speculated that gamma rhythms modulate perception and consciousness, and that a greater presence of gamma relates to expanded consciousness and spiritual emergence.
A crossover RCT of a single session of theta stimulation in four healthy adults reported no significant improvement in verbal fluency or attention associated with the intervention and a reduction in immediate recall. Controlled comparisons reported significant benefit from the intervention in all three outcomes measured. Six pre/post studies reported significant benefit from the intervention for 19 of 28 cognitive outcomes.
“Chronic stress,” however, is not so easily resolved. This type of stress is associated more commonly with negative health concerns. Chronic stress results when there are constant multiple stressors or major life stressors present (4). Money, work, and the economy were the most commonly reported factors contributing to chronic stress in the American Psychological Association’s (APA) 2011 Stress in America™ survey (3). Additional significant stressors include relationships, family responsibilities, family and personal health problems, job stability, and personal safety (3). Major events, such as the death of a loved one, divorce, and moving also can produce chronic stress.

This extremely popular app features over 90 tones and music to help you achieve your desired state of mind. While other apps focus on sleep, memory and meditation, this app also includes programs for increasing psychic abilities, contacting spirit guides, and enhancing yoga. This subscription-based application is right for you if you’re looking for an experience specifically designed for your health, spiritual and emotional desires.
But the notion of changing brain waves is a very appealing one, from a marketing stand point. People can visualize brain waves and we like synchrony. Also, in the computer age, we understand the notion of “programming.” We also have been prepped for the future by movies such as The Matrix, where people could master Kung Fu in minutes by simply “downloading” the knowledge. This gives the whole notion a superficial plausibility. But the science just isn’t there.

Theta waves also have been observed in moments when a person recalls information from the past, and this may be what links them also to improvement in learning ability. We also experience theta waves when we go into automatic pilot mode, such as when doing a repetitive task like driving a familiar route where the mind become disconnected while you still drive safely toward your destination.

Brainwaves, or neural oscillations, share the fundamental constituents with acoustic and optical waves, including frequency, amplitude and periodicity. Consequently, Huygens' discovery precipitated inquiry[citation needed] into whether or not the synchronous electrical activity of cortical neural ensembles might not only alter in response to external acoustic or optical stimuli but also entrain or synchronize their frequency to that of a specific stimulus.[16][17][18][19]