DataFrame built from ndarray does not preserve `.values.dtype` if there are no columns
#### Code Sample, a copy-pastable example if possible

These both say `float64`:

```python
pd.DataFrame(np.zeros((0, 0), dtype=int), index=[]).values.dtype
pd.DataFrame(np.zeros((1, 0), dtype=int), index=['A']).values.dtype
```

All of the following examples instead say `int32` as expected:

```python
pd.DataFrame(np.zeros((0, 1), dtype=int), index=[]).values.dtype
pd.DataFrame(np.zeros(0, dtype=int), index=[]).values.dtype
pd.Series(np.zeros(0, dtype=int), index=[]).values.dtype
```

#### Problem description

I think in general it would be a nice property that if `X` is a 2D ndarray, then it should be the case that `pd.DataFrame(X).values.base is X`.

It would be great if pandas could not lose dtype information, because I sometimes wrap 2D arrays in DataFrames before extracting them (via `.values`) for use elsewhere. If that wrapping/unwrapping process changes dtype then it can lead to surprising failures (e.g. I roundtrip a 2D array of indexes and then find that I'm trying to index into another array with a 2D array of floats..)

#### Expected Output

`int32` or `int64` for all examples.

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.1.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 63 Stepping 2, GenuineIntel
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: None.None

pandas: 0.24.1
pytest: 3.1.2
pip: 19.2.1
setuptools: 39.0.1
Cython: 0.29.6
numpy: 1.17.0
scipy: 1.2.1
pyarrow: 0.13.0
xarray: 0.12.1
IPython: 6.1.0
sphinx: 2.1.1
patsy: 0.4.1
dateutil: 2.8.0
pytz: 2018.9
blosc: None
bottleneck: 1.3.0.dev0
tables: None
numexpr: 2.6.9
feather: None
matplotlib: 2.2.2
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml.etree: 4.3.4
bs4: 4.7.1
html5lib: 0.9999999
sqlalchemy: 1.1.11
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: 0.3.1
pandas_gbq: None
pandas_datareader: None
gcsfs: None
</details>
