IOError: [Errno 2] while building pandas doc
**Describe the bug**
Got an `IOError: [Errno 2]` when I tried to build the [pandas docs](https://github.com/pandas-dev/panda) in Ubuntu 18.04 LTS (Bionic Beaver) running in Windows 10.  I initially posted this at `sphinx-doc` issues: [#6049](https://github.com/sphinx-doc/sphinx/issues/6049#issue-408502477) and [#6049-reply](https://github.com/sphinx-doc/sphinx/issues/6049#issuecomment-462114284) and it was suggested there that I post it here (see additional reply in [#6049](https://github.com/sphinx-doc/sphinx/issues/6049#issue-408502477)).

**To Reproduce**
Steps to reproduce the behavior:
```
$ git clone htps://github.com/pandas-dev/pandas
$ cd pandas
$ python setup.py build_ext --inplace --force
$ cd doc
$ python make.py clean
$ python make.py html
```

**Expected behavior**
Docs get built.

**Your project**
[None]

**Screenshots**
[None]

**Environment info**
- OS: Ubuntu 18.04 LTS (Bionic Beaver) running in Windows 10
- Python version: 2.7.15rc1 (CPython)
- Sphinx version: 1.8.4
- Docutils version: 0.14
- Jinja2 version: 2.10

**Additional context**
[*NOTE:  Both the terminal output and .log file given below have been edited to allow anonymity*.]
The terminal output after `python make.py html`:
```bash
$ python make.py html
Running Sphinx v1.8.4
making output directory...
[autosummary] generating autosummary for: development/contributing.rst, development/contributing_docstring.rst, development/developer.rst, development/extending.rst, development/index.rst, development/internals.rst, ecosystem.rst, getting_started/10min.rst, getting_started/basics.rst, getting_started/comparison/comparison_with_r.rst, ..., whatsnew/v0.6.0.rst, whatsnew/v0.6.1.rst, whatsnew/v0.7.0.rst, whatsnew/v0.7.1.rst, whatsnew/v0.7.2.rst, whatsnew/v0.7.3.rst, whatsnew/v0.8.0.rst, whatsnew/v0.8.1.rst, whatsnew/v0.9.0.rst, whatsnew/v0.9.1.rst
WARNING: [autosummary] failed to import u'pandas.Timestamp.fold': no module named pandas.Timestamp.fold
[autosummary] generating autosummary for: /path/to/pandas/doc/source/reference/api/pandas.

...

building [mo]: targets for 0 po files that are out of date
building [html]: targets for 106 source files that are out of date
updating environment: 2781 added, 0 changed, 0 removed
/path/to/pandas/pandas/core/generic.py:docstring of pandas.DataFrame.asof:28: WARNING: Unexpected indentation.
/path/to/pandas/pandas/core/generic.py:docstring of pandas.DataFrame.asof:29: WARNING: Block quote ends without a blank line; unexpected unindent.
/path/to/pandas/pandas/core/generic.py:docstring of pandas.DataFrame.ewm:19: WARNING: Unexpected indentation.
/path/to/pandas/pandas/core/generic.py:docstring of pandas.DataFrame.ewm:17: WARNING: Inline interpreted text or phrase reference start-string without end-string.
/path/to/pandas/pandas/core/accessor.py:docstring of pandas.DatetimeIndex.ceil:29: WARNING: Block quote ends without a blank line; unexpected unindent.
/path/to/pandas/pandas/core/accessor.py:docstring of pandas.DatetimeIndex.floor:29: WARNING: Block quote ends without a blank line; unexpected unindent.
/path/to/pandas/pandas/core/accessor.py:docstring of pandas.DatetimeIndex.round:29: WARNING: Block quote ends without a blank line; unexpected unindent.
/path/to/pandas/pandas/core/accessor.py:docstring of pandas.DatetimeIndex.tz_localize:36: WARNING: Block quote ends without a blank line; unexpected unindent.
/path/to/pandas/pandas/core/dtypes/dtypes.py:docstring of pandas.DatetimeTZDtype:36: WARNING: toctree references unknown document u'reference/api/pandas.DatetimeTZDtype.type'
/path/to/pandas/pandas/core/arrays/integer.py:docstring of pandas.Int16Dtype:34: WARNING: toctree references unknown document u'reference/api/pandas.Int16Dtype.type'

Exception occurred:
  File "/usr/lib/python2.7/inspect.py", line 563, in findsource
    raise IOError('could not find class definition')
IOError: could not find class definition
The full traceback has been saved in /tmp/sphinx-err-lTiOie.log, if you want to report the issue to the developers.
Please also report this if it was a user error, so that a better error message can be provided next time.
A bug report can be filed in the tracker at <https://github.com/sphinx-doc/sphinx/issues>. Thanks!
Traceback (most recent call last):
  File "make.py", line 339, in <module>
    sys.exit(main())
  File "make.py", line 335, in main
    return getattr(builder, args.command)()
  File "make.py", line 226, in html
    self._add_redirects()
  File "make.py", line 209, in _add_redirects
    with open(path, 'w') as moved_page_fd:
IOError: [Errno 2] No such file or directory: /path/to/pandas/doc/build/html/generated/pandas.api.extensions.ExtensionArray.argsort.html'
```


The .log file is: [sphinx-err-lTiOie-EDITED.log](https://github.com/pandas-dev/pandas/files/2848738/sphinx-err-lTiOie-EDITED.log)


Thank you very much for whatever help you can extend! 