Test setup issue in indexes/common.py
Running `pytest pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names -vs` gives

```
==================================================================== test session starts ====================================================================
platform darwin -- Python 3.7.0, pytest-3.10.0, py-1.6.0, pluggy-0.7.1 -- /Users/taugspurger/Envs/pandas-dev/bin/python3
cachedir: .pytest_cache
rootdir: /Users/taugspurger/sandbox/pandas, inifile: setup.cfg
plugins: xdist-1.23.2, repeat-0.7.0, forked-0.2, faulthandler-1.5.0, cov-2.6.0, hypothesis-3.59.1
collected 14 items

pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[Index0] <class 'pandas.core.indexes.base.Index'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[Index1] <class 'pandas.core.indexes.base.Index'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[DatetimeIndex] <class 'pandas.core.indexes.datetimes.DatetimeIndex'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[PeriodIndex] <class 'pandas.core.indexes.period.PeriodIndex'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[TimedeltaIndex] <class 'pandas.core.indexes.timedeltas.TimedeltaIndex'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[Int64Index0] <class 'pandas.core.indexes.numeric.Int64Index'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[UInt64Index] <class 'pandas.core.indexes.numeric.UInt64Index'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[RangeIndex] <class 'pandas.core.indexes.range.RangeIndex'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[Float64Index] <class 'pandas.core.indexes.numeric.Float64Index'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[Index2] <class 'pandas.core.indexes.base.Index'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[CategoricalIndex] <class 'pandas.core.indexes.category.CategoricalIndex'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[Index3] <class 'pandas.core.indexes.base.Index'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[MultiIndex] <class 'pandas.core.indexes.multi.MultiIndex'>
PASSED
pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_wrong_number_names[Int64Index1] <class 'pandas.core.indexes.numeric.Int64Index'>
PASSED
```

instead of a single test for period. (I've added a `print(type(indices))` in there)

Running `pytest pandas/tests/indexes/ -k test_wrong_number_names -vs ` runs 168 tests, when it should probably only be ~14.

I think we're mixing two types of parametrization here.