retaliate against
retaliate in response to
Furthermore just for ease of readability it makes sense to reorder the sentence a bit
So i'd say something like
The influence on the share prices of Russian companies of the Russian retaliatory measures that were in response to EU sanctions?
That is a lot in one sentence, so I might simplify it to.
The influence on the share prices of Russian companies of the Russian retaliatory measures against the EU.