read_from_sql() throws TypeError: 'NoneType' object is not iterable in sql.py
#### Code Sample, a copy-pastable example if possible

```python
import pyodbc
import sys
from contextlib import contextmanager
import textwrap
import pandas as pd

@contextmanager
def open_db_connection(connection_string):
    pyodbc.pooling = False
    connection = pyodbc.connect(connection_string)

    try:
        yield connection
    except pyodbc.DatabaseError as err:
        error, = err.args
        sys.stderr.write(error.message)
    finally:
        connection.close()

def create_query_string(sql_full_path):
    with open(sql_full_path, 'r') as f_in:
        lines = f_in.read()

    query_string = textwrap.dedent("""{}""".format(lines))
    return query_string

def query(server, database, driver, queryObj):

    connection_string = 'DRIVER={};SERVER={};DATABASE={};Trusted_Connection=yes'.format(driver, server, database)
    
    noCount = """ SET NOCOUNT ON; """
    with open_db_connection(connection_string) as conn:
        res = pd.read_sql_query(noCount+queryObj, conn)

    return res


def get_data_set(sql_file_name, db_info):
    query_string = create_query_string(sql_file_name+'.sql')
    server = db_info['server']
    database = db_info['database']
    driver = db_info['driver']
    df = query(server, database, driver, query_string)
    #df.to_excel(sql_file_name+'_backup.xlsx', index=False)
    return df

db_info = {'server' : 'wsp', 'database' : 'fin', 'driver' : 'SQL Server'}

df = get_data_set('equities', db_info)
```
SQL part 
```sql
IF OBJECT_ID('tempdb..#tmp') IS NOT NULL DROP TABLE #tmp;
select * 
into #tmp 
from fin.dbo.items_info

IF OBJECT_ID('tempdb..#test1') IS NOT NULL DROP TABLE #test1;
select t.PositionID, b.SecurityID
into #test1
from #tmp as t
inner join fin.dbo.items  as b on (b.PositionID = t.PositionID and b.StudyDate = '20191230')
where t.ast = 'eq';

IF OBJECT_ID('tempdb..#beta_index') IS NOT NULL DROP TABLE #beta_index;
select distinct isin, beta_index into #beta_index from md.data.equity; 

IF OBJECT_ID('tempdb..#test2') IS NOT NULL DROP TABLE #test2;
select t.PositionID,    
       case
       when count(i.beta_index)=0 then 1
       else count(i.beta_index)
       end as noIndex
into #test2 
from #test1 as t 
   left join #beta_index as i on (t.SecurityID = i.isin)
   group by t.PositionID;

select * from #test2
```

#### Problem description
I am trying to get a dataframe from the above query, however it throws TypeError: 'NoneType' object is not iterable when trying to pull results from #test2 table ('SET NOCOUNT ON;' is being used) . Everything up to that point and after works perfectly, however it looks like it has something to do with counting and grouping. I can pull #test1 table above just fine. No issues with other lengthy queries with insert, update, group though.

Additionally, this query works fine when running it in SSMS v18.4 (using it as a driver). 

#### Expected Output
I expect to get an output from #table2 table. The select statement should return a non empty table (which it does in SSMS).
#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.6.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
machine          : AMD64
processor        : Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None

pandas           : 0.25.3
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 41.2.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.4.2
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : 7.11.1
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.4.2
matplotlib       : 3.1.2
numexpr          : None
odfpy            : None
openpyxl         : 3.0.3
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : None
tables           : None
xarray           : None
xlrd             : 1.2.0
xlwt             : None
xlsxwriter       : None
</details>
