Anderson believes Wenger feels his transfer work is incomplete.
"Signing Mesut Ozil is a big lift for everyone at the football club," he told talkSPORT.
"They have talked, over the years, about needing top class players and they've never gone out and bought them and we thought it would be the same this year.
"It went right to the last minute but he has been a great acquisition and I think they'll go again in the January transfer window to strengthen them even more."
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