The Gunners signed the Russian star from Zenit St Petersburg late on transfer deadline day.
He said: “It was done in the last minute, but regularly. We have nothing to hide.
“We just did the deal very late in the afternoon, sent it to the Premier League and they ratified it.
“Of course, we want everybody to question the deal.
“If the deal was not right we would have cancelled the transfer and accepted it. We have done nothing wrong.
“We were not the only one in this case. In every transfer window you have at least 10 or 15 clubs who have to wait until the next morning usually to get agreement from the Premier League.
“We just didn’t want to announce it as long as it wasn’t officially accepted.”