read_json with lines=True raises exception on multiple consecutive newlines
I found this while working on [this pull request](https://github.com/pandas-dev/pandas/pull/17168). I intend to fix it in the same PR, but for thoroughness wanted to open it as its own issue in case there's debate about whether the current behavior is more desirable.

#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd
j = """
{"A":1,"B":4}

{"A":2,"B":5}
"""
pd.read_json(j, lines=True)
```
#### Problem description
This raises `ValueError: Expected object or value` in a call to `json.loads` on line 639 of `pandas/io/json/json.py`. This happens in 0.20.2 and on the latest dev version.

#### Expected Output
I would expect this to return a DataFrame as though there were no blank lines in the input.