I think it depends on what the person is actually studying. For example, if it's math, then it wouldn't be a great idea since math requires a large amount of focus. However, if it's something simple like taking notes for history, then it would actually add some fun to the matter and therefore be good.
In reply to Sandy8 - I disagree, to a degree. I agree that in some situations, it does matter, but it also depends on the person. I study best listening to music, no matter whether doing maths or history. However my sister, can't listen to music while she is doing any sort of study!. So you are right to a degree, but not completely