Merge branch 'bug_issue16770' of github.com:ri938/pandas into bug_issue16770

Author: ri938

doc/source/whatsnew/v0.20.3.txt

@@ -40,6 +40,7 @@ Bug Fixes
 - Fixed issue with :meth:`DataFrame.style` where element id's were not unique (:issue:`16780`)
 - Fixed a pytest marker failing downstream packages' tests suites (:issue:`16680`)
 - Fixed compat with loading a ``DataFrame`` with a ``PeriodIndex``, from a ``format='fixed'`` HDFStore, in Python 3, that was written in Python 2 (:issue:`16781`)
+- Bug in reindexing on an empty ``CategoricalIndex`` (:issue:`16770`)
 - Fixed a bug in failing to compute rolling computations of a column-MultiIndexed ``DataFrame`` (:issue:`16789`, :issue:`16825`)
 - Bug in a DataFrame/Series with a ``TimedeltaIndex`` when slice indexing (:issue:`16637`)