BUG: handle empty lists in json_normalize
 - [x] closes #15534
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry

I'll come back to this for the other checkboxes. you'll want to rebase on master as travis was having some issues # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15535?src=pr&el=h1) Report
> Merging [#15535](https://codecov.io/gh/pandas-dev/pandas/pull/15535?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/04e116851337cd852b4255f8221d9be44829e0e1?src=pr&el=desc) will **decrease** coverage by `-0.03%`.
> The diff coverage is `100%`.


```diff
@@            Coverage Diff             @@
##           master   #15535      +/-   ##
==========================================
- Coverage   91.07%   91.04%   -0.03%     
==========================================
  Files         136      136              
  Lines       49165    49167       +2     
==========================================
- Hits        44775    44764      -11     
- Misses       4390     4403      +13
```


| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/15535?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/json/normalize.py](https://codecov.io/gh/pandas-dev/pandas/compare/04e116851337cd852b4255f8221d9be44829e0e1...62138d08c1a682cf55707f43e3e084205c70559c?src=pr&el=tree#diff-cGFuZGFzL2lvL2pzb24vbm9ybWFsaXplLnB5) | `97.91% <100%> (+0.04%)` | :white_check_mark: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/compare/04e116851337cd852b4255f8221d9be44829e0e1...62138d08c1a682cf55707f43e3e084205c70559c?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :x: |
| [pandas/tools/merge.py](https://codecov.io/gh/pandas-dev/pandas/compare/04e116851337cd852b4255f8221d9be44829e0e1...62138d08c1a682cf55707f43e3e084205c70559c?src=pr&el=tree#diff-cGFuZGFzL3Rvb2xzL21lcmdlLnB5) | `91.78% <0%> (-0.35%)` | :x: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/compare/04e116851337cd852b4255f8221d9be44829e0e1...62138d08c1a682cf55707f43e3e084205c70559c?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `81.87% <0%> (-0.19%)` | :x: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/compare/04e116851337cd852b4255f8221d9be44829e0e1...62138d08c1a682cf55707f43e3e084205c70559c?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.83% <0%> (-0.1%)` | :x: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15535?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/15535?src=pr&el=footer). Last update [04e1168...62138d0](https://codecov.io/gh/pandas-dev/pandas/compare/04e116851337cd852b4255f8221d9be44829e0e1...62138d08c1a682cf55707f43e3e084205c70559c?el=footer&src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments). Added a test and appended to the whatsnew. Test passes locally for me, time to wait on CI. @rgbkrk Thanks! No problem, thank you!