ENH: Add axis argument to Dataframe.corr
- [x] closes #35002
- [x] tests added / passed

Hello @kc611! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-08-31 15:28:08 UTC Also can you add a whatsnew note for v1.2.0? @dsaxton Thanks for the review. I made the changes accordingly.

I was also thinking about adding a callable method in the test but since this is a minor improvement (and most probably will work for every case for which Dataframe.corr worked normally,since we're only transposing the original matrix), I dropped the idea. Any changes to tests are welcome.

And also under what section of whatsnew note for v1.2.0 should I add the note? > And also under what section of whatsnew note for v1.2.0 should I add the note?

You can add it under enhancements (a bullet within other enhancements is probably fine) > LGTM @kc611 nice work

Thanks
 @MarcoGorelli Thanks for review, I added the type annotations as requested.

But it seems that the tests are failing and I cannot figure out the exact reason. Can you assist me. @kc611 Can you merge master and address @jreback comments above? This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. @kc611 Can you address comments and merge master?