Neil Taylor insists he never looked into leaving Swansea and is feeling settled after Ben Davies' departure.
Rafael Benitez says there is "no chance" Napoli would sell Jose Callejon, with Atletico Madrid chasing the forward.
Wenger withdrew striker Olivier Giroud for midfielder Francis Coquelin during Saturday's goalless draw at Aston Villa, sparking chants of 'You don't know what you're doing' from the visiting fans.
Arteta respects the right of supporters to voice their frustrations but insists Wenger has his reasons for every decision he makes.
"They can say whatever they want," Arteta told Sky Sports News.
"If they feel that way it has to be respected. Even when they say something to one of us.
"I think he has got experience and he has been here for 15 years. He is someone who knows the club better than anyone.
"He knows the players really well and he knows what he can get from each of us.
"So when he puts the team out, obviously it's because he wants to win it and he's picked the best team - that day - to win that game.
"He is always trying to do the best, you know. And some of the decisions he takes are very unpopular. But if he takes them it's because he's got a reason.
"If he does it once then maybe it's a mistake but if he does it four or five times then there is a reason why and he'll explain that better than anyone."