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doc/source/whatsnew/v1.2.0.rst

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- Improve error reporting for :meth:`DataFrame.merge()` when invalid merge column definitions were given (:issue:`16228`)
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- Improve numerical stability for :meth:`Rolling.skew()`, :meth:`Rolling.kurt()`, :meth:`Expanding.skew()` and :meth:`Expanding.kurt()` through implementation of Kahan summation (:issue:`6929`)
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- Improved error reporting for subsetting columns of a :class:`DataFrameGroupBy` with ``axis=1`` (:issue:`37725`)
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- Implement method ``cross`` for :meth:`DataFrame.merge` and :meth:`DataFrame.join` (:issue:`5401`)
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.. ---------------------------------------------------------------------------
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pandas/core/frame.py

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join; preserve the order of the left keys.
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* cross: creates the karthesian product from both frames, preserves the order
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of the left keys.
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.. versionadded:: 1.2.0
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on : label or list
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Column or index level names to join on. These must be found in both
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DataFrames. If `on` is None and not merging on indexes then this defaults

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