BUG: Index shift drops index name
```
>>> idx = pd.Index([pd.to_datetime('2013-06-21')], name='idx')
>>> idx.name
'idx'
>>> idx.shift(1, freq='B').name == None
True
```

looks good....

can you add a release notes mention (they are now in doc/source/release.rst) FYI
(since it doesn't have an issue, just put in the note, in the bug fix section)

thxs
 Related?:

```
from pandas import Series, Index
s = Series(range(3), name='name')
Index(s).name
```

Returns None
 @joeb1415 

you have to pass it in the constructor, e.g.

`Index(s,name=s.name)`

it could be automatic, but not sure of a use case for this
 Release notes added.
 @mtkni  Another pesky name bugs down, good work! :) 
