BUG: dtype=str in 0.23.0 converts NaN to 'n'
```python
>>> import pandas as pd
>>> series = pd.Series(index=range(5), dtype=str)
>>> series
0    n
1    n
2    n
3    n
4    n
dtype: object
>>> pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.0.final.0
python-bits: 64
OS: Darwin
OS-release: 14.3.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.23.0
pytest: 3.0.5
pip: 9.0.1
setuptools: 40.0.0
Cython: 0.25.2
numpy: 1.11.3
scipy: 0.18.1
pyarrow: None
xarray: None
IPython: 5.1.0
sphinx: 1.5.1
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2016.10
blosc: None
bottleneck: 1.2.0
tables: 3.3.0
numexpr: 2.6.1
feather: None
matplotlib: 2.0.0
openpyxl: 2.4.1
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.2
bs4: 4.5.3
html5lib: None
sqlalchemy: 1.1.5
pymysql: None
psycopg2: None
jinja2: 2.9.4
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
```

Before I upgraded pandas to 0.23.0, pd.Series(dtype=str, index=range(5)) gave me a series filled with NaN values. However, with this recent upgrade, dtype=str converts null values to lower case letter ’n’. I’m appending the normal null value series output below as a comparison. 

```python
>>> import pandas as pd
>>> series = pd.Series(index=range(5), dtype=str)
>>> series
0    NaN
1    NaN
2    NaN
3    NaN
4    NaN
dtype: object
>>> pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.0.final.0
python-bits: 64
OS: Darwin
OS-release: 14.3.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.22.0
pytest: 3.0.5
pip: 9.0.1
setuptools: 40.0.0
Cython: 0.25.2
numpy: 1.11.3
scipy: 0.18.1
pyarrow: None
xarray: None
IPython: 5.1.0
sphinx: 1.5.1
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2016.10
blosc: None
bottleneck: 1.2.0
tables: 3.3.0
numexpr: 2.6.1
feather: None
matplotlib: 2.0.0
openpyxl: 2.4.1
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.2
bs4: 4.5.3
html5lib: None
sqlalchemy: 1.1.5
pymysql: None
psycopg2: None
jinja2: 2.9.4
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

```
