The Sky Blues had not completed a deal for the 30 year disgraced striker, who has been training with the club for the last month, yesterday and King's agent said that as far as he was concerned everything had been done and a deal was ready to be signed.
Speaking to the CT, Finnigan said: "All the negotiating has been done and terms have been agreed so I don't know what the hold up is.
"But I am not going to sit around and wait because I have got a job to do and there are enough clubs in the Championship who want to have a go this year and take Marlon, who is fit and ready to play.
"He has been training at Coventry for a month now. He has played in the last two friendlies against Birmingham and MK Dons and scored in both.
"I don't know what to say. It is very simple. They either want to sign him or they don't and if they don't they need to come out and say that.
"I spoke to Aidy Boothroyd on Thursday and he said everything was going to happen and that he wanted him involved against Leicester so I don't know what is happening."