Adding whatsnew

Author: AaronCritchley

doc/source/whatsnew/v0.24.0.txt

@@ -501,6 +501,7 @@ Other API Changes
 - :class:`Index` subtraction will attempt to operate element-wise instead of raising ``TypeError`` (:issue:`19369`)
 - :class:`pandas.io.formats.style.Styler` supports a ``number-format`` property when using :meth:`~pandas.io.formats.style.Styler.to_excel` (:issue:`22015`)
 - :meth:`DataFrame.corr` and :meth:`Series.corr` now raise a ``ValueError`` along with a helpful error message instead of a ``KeyError`` when supplied with an invalid method (:issue:`22298`)
+- :meth:`shift` will now always return a copy, instead of the previous behaviour of returning self when shifting by 0 (:issue:`22397`)
 
 .. _whatsnew_0240.deprecations: