Fixes groupby.apply() error when no returns #9684
Closes issue: #9684

Returns empty object even if all entries are missing. 

Sorry, don't quite follow. Would you mind elaborating?
 OK -- I'd then need to extract the first item from the list below that. That still preferable?
 @nickeubank hmm, maybe leave it the original (and put in a try except for StopIteration like you did).
then it doesn't materialzie it 
 whats new is now available for 0.16.1 https://github.com/pydata/pandas/commit/5ebf521eac528f5a4b772e4677f70b689b8b1826
 pls add a test and a mention in v0.16.1 whatsnew.
 merged via https://github.com/pydata/pandas/commit/990972bf2e4cc14c2a10765b4ce1ba51ab5b7271

thanks!
