Newcastle United manager Alan Pardew will be back in the dugout on Monday night when his team visit Emirates Stadium after serving a seven-match suspension.
"You feel frustrated when you are not close to your team physically because you are used to it and you feel you still have a level of intervention," Wenger told arsenal.com. "Maybe it's purely subjective but it exists in your mind.
"You can also be quicker in your decision-making. Sometimes you want to make a decision but it takes time to get [the message] down. You feel your speed of intervention is too slow.
"This is a job where you are under huge pressure. At the Emirates we have had no incidents because the distance between the two managers is big. Sometimes you get upset because you hear what the other manager is saying and you go 'what is he doing, why is he talking to the referee and the fourth official?' At Liverpool, Chelsea, Spurs, you basically are very close."
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