title: Merge returns empty dataframe in pandas
body: <p>I run Python 3.6 on Windows 10.</p>
  
  <p>My code is the following:</p>
  
  <pre><code>data1
       Loan_ID    Gender
  1   LP001003    Male
  2   LP001005    Male
  3   LP001006    Male
  4   LP001008    Male
  5   LP001011    Male
  
  data2
      Loan_ID2    LoanAmount
  1   LP001003    128.0
  2   LP001005    66.0
  3   LP001006    120.0
  4   LP001008    141.0
  5   LP001011    267.0
  
  data_merged = data1.merge(right= data2, how='inner',left_on='Loan_ID', right_on = 'Loan_ID2',right_index=True, sort=False)
  
  data_merged.shape
  (0, 4)
  </code></pre>