The Gunners have been linked with a number of players, but only Yaya Sanogo has joined the club so far this summer.
"I don't understand this kind of thinking and I wouldn't like to talk openly about negotiations because that is not my target in the press conference," Wenger told reporters.
"I can just repeat what I said yesterday: until the 31st, which is one month in front of us, we will work very hard to strengthen our squad without naming any specific names because I don't believe that will make negotiations easier.
"After that you can make all kinds of thinking about the prices of the players."
It is believed that Arsenal will continue in their efforts to sign Luis Suarez from Liverpool, despite seeing their bids for the striker rejected so far.