Hi You used the Present Perfect correctly in the first sentence. You should check the rules of the time clauses to understand why. This has already been discussed on this forum, you can read very good and long explanations here: Have fun!
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Endeavour1. Please let me know your impression after you have listened to it.All three are correct. In terms of style I find the first the best and the last the worst. You can also use: Please let me know your
2. Please let me know your impression after listening to it.
3. Please let me know your impression after you finish listening to it.