BUG: Fix the error when reading the compressed UTF-16 file
- [X] closes #18071
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=h1) Report
> Merging [#18091](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/b4375bde87afdc037056ff90e4f93b606c76e140?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18091/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18091      +/-   ##
==========================================
- Coverage   91.27%   91.26%   -0.02%     
==========================================
  Files         163      163              
  Lines       50120    50120              
==========================================
- Hits        45749    45740       -9     
- Misses       4371     4380       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.07% <100%> (ø)` | :arrow_up: |
| #single | `40.32% <100%> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.51% <100%> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.75% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=footer). Last update [b4375bd...ae3d0d0](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=h1) Report
> Merging [#18091](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/27bbea7ee125f4dc19dca2a7703c9a13ca754f9b?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18091/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18091      +/-   ##
==========================================
- Coverage   91.25%   91.23%   -0.02%     
==========================================
  Files         163      163              
  Lines       50120    50120              
==========================================
- Hits        45737    45728       -9     
- Misses       4383     4392       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.04% <100%> (ø)` | :arrow_up: |
| #single | `40.32% <100%> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.51% <100%> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.75% <0%> (-0.1%)` | :arrow_down: |
| [pandas/core/reshape/merge.py](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS9tZXJnZS5weQ==) | `94.26% <0%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=footer). Last update [27bbea7...1a06857](https://codecov.io/gh/pandas-dev/pandas/pull/18091?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Thanks @jreback, fixed! @Licht-T : Don't forget to add a test and check that the Python parser doesn't need patching either. @gfyoung I added the test in `common.py`, and seems that running in both parser types. Is this enough?

```bash
[pandas] python3 -m pytest pandas -k test_compressed_utf16_example -v                                                          2:50:49  ☁  fix-read-zipped-utf-16-file ☀
========================================================================== test session starts ==========================================================================
platform darwin -- Python 3.6.2, pytest-3.2.3, py-1.4.34, pluggy-0.4.0 -- /usr/local/opt/python3/bin/python3.6
cachedir: .cache
metadata: {'Python': '3.6.2', 'Platform': 'Darwin-15.4.0-x86_64-i386-64bit', 'Packages': {'pytest': '3.2.3', 'py': '1.4.34', 'pluggy': '0.4.0'}, 'Plugins': {'metadata': '1.5.0', 'html': '1.15.2'}}
rootdir: /Users/rito/GitHub/pandas, inifile: setup.cfg
plugins: metadata-1.5.0, html-1.15.2
collected 15953 items / 2 skipped

pandas/tests/io/parser/test_parsers.py::TestCParserHighMemory::test_compressed_utf16_example <- pandas/tests/io/parser/common.py PASSED
pandas/tests/io/parser/test_parsers.py::TestCParserLowMemory::test_compressed_utf16_example <- pandas/tests/io/parser/common.py PASSED
pandas/tests/io/parser/test_parsers.py::TestPythonParser::test_compressed_utf16_example <- pandas/tests/io/parser/common.py PASSED

======================================================================== 15950 tests deselected =========================================================================
======================================================== 3 passed, 2 skipped, 15950 deselected in 16.35 seconds =========================================================

``` @jreback Fixed! Thanks @gfyoung, fixed! @gfyoung Added comment. thanks @Licht-T 