BUG: Creating Index name using `names` names argument, doesn't set index name
#### Code Sample, a copy-pastable example if possible

```python
# This is true
i = pd.Index([], name='a')
assert i.name == 'a'
assert i.names == ('a',)

# This is false (fails assertion)
i = pd.Index([], names=('a',))
assert i.name == 'a'
assert i.names == ('a',)
```
#### Problem description

Setting Index name using `name` parameter works correctly, but using `names` parameter doesn;t do anything, i.e. `i.name is None`. While the documentation doesn't list `names` as a parameter, since it is an attribute, it gets listed as a parameter, e.g. in IDE.  

#### Expected Output
```python
# This is true
i = pd.Index([], name='a')
assert i.name == 'a'
assert i.names == ('a',)

# This is also true
i = pd.Index([], names=('a',))
assert i.name == 'a'
assert i.names == ('a',)
```

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

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.3.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 94 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.22.0
pytest: 3.3.1
pip: 9.0.1
setuptools: 36.5.0.post20170921
Cython: 0.26.1
numpy: 1.13.3
scipy: 0.19.1
pyarrow: 0.7.1
xarray: None
IPython: 6.1.0
sphinx: 1.6.3
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: 1.2.1
tables: 3.4.2
numexpr: 2.6.2
feather: 0.4.0
matplotlib: 2.1.0
openpyxl: 2.4.8
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 1.0.2
lxml: 4.1.0
bs4: 4.6.0
html5lib: 0.999999999
sqlalchemy: 1.1.13
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: 0.1.3
pandas_gbq: 0.2.1
pandas_datareader: 0.5.0
</details>
