diff --git a/azure-pipelines.yml b/azure-pipelines.yml
index 263a87176a9c9..5abf809a2d924 100644
--- a/azure-pipelines.yml
+++ b/azure-pipelines.yml
@@ -122,7 +122,7 @@ jobs:
   - script: |
       source activate pandas-dev
       # Next we should simply have `doc/make.py --warnings-are-errors`, everything else is required because the ipython directive doesn't fail the build on errors (https://github.com/ipython/ipython/issues/11547)
-      doc/make.py --warnings-are-errors | tee sphinx.log ; SPHINX_RET=${PIPESTATUS[0]}
+      doc/make.py --num-jobs=4 --warnings-are-errors | tee sphinx.log ; SPHINX_RET=${PIPESTATUS[0]}
       grep -B1 "^<<<-------------------------------------------------------------------------$" sphinx.log ; IPY_RET=$(( $? != 1 ))
       exit $(( $SPHINX_RET + $IPY_RET ))
     displayName: 'Build documentation'
diff --git a/ci/setup_env.sh b/ci/setup_env.sh
index 88742e0483c7e..3cdffc788a99b 100755
--- a/ci/setup_env.sh
+++ b/ci/setup_env.sh
@@ -116,7 +116,7 @@ conda list pandas
 # Make sure any error below is reported as such
 
 echo "Build extensions and install pandas"
-python setup.py build_ext -q --inplace
+python setup.py build_ext -q --inplace -j 4
 python -m pip install -e .
 
 echo
diff --git a/doc/source/whatsnew/v0.9.1.rst b/doc/source/whatsnew/v0.9.1.rst
index b8932ae2ae522..043c024b72cb0 100644
--- a/doc/source/whatsnew/v0.9.1.rst
+++ b/doc/source/whatsnew/v0.9.1.rst
@@ -59,7 +59,7 @@ New features
 
         .. ipython:: python
 
-    	    df = DataFrame(np.random.randn(5, 3), columns = ['A','B','C'])
+    	    df = pd.DataFrame(np.random.randn(5, 3), columns = ['A','B','C'])
 
 	    df