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The name of this library has been changed to yfinance.
Pandas implemented a separate library for Python called pandas_datareader to facilitate access to a number of APIs for data repositories. Unfortunately, with recent changes to how data is used a number of the functions no longer work. At least one module has been developed to help with this problem: fix_yahoo_finance. This is video demonstration of the use of fix_yahoo_finance to solve the pandas datareader problem and download data from, you guessed it: Yahoo Finance.
This video was made after changes to many APIs including Yahoo and Google prevented the datareader from connecting. This problem was rectifying in pandas_datareader 0.80, however. You may still find yfinance to be a useful library - particularly if for some reason you cannot upgrade pandas_datareader.