I'd like to make a wheel binary distribution, intstall it and then import it in python. My steps are

I first create the wheel: python ./my_package/setup.py bdist_wheel
I install the wheel: pip install ./dist/*.whl
I try to import the package: python -c"import my_package"

This leads to the error:
ImportError: No module named 'my_package'
Also, when I do pip list, the my_package is listed.
However, when I run which my_packge, nothing is shown.
When I run pip install ./my_package/ everything works as expected. 
How would I correctly build and install a wheel?
python version 3.5
pip version 10.1
wheel version 0.31.1
UPDATE: 
When I look at the files inside my_package-1.0.0.dist-info, there is an unexpected entry in top_level.txt. It is the name of the folder where I ran 
python ./my_package/setup.py bdist_wheel in. I believe my setup.py is broken.
UPDATE WITH REGARDS TO ACCEPTED ANSWER: 
I accepted the answer below. Yet, I think it is better to simply cd into the package directory. Changing to a different directory as suggested below leads to unexpected behavior when using the -d flag, i.e. the target directory where to save the wheel. This would be relative to the directory specified in the setup.py file.
I had the very same error, but it was due to my setup.py not specifying the entry "packages=setuptools.find_packages()".
Everythings builds nicely without that but you can't import anything even though pip shows it to be installed.
python install wheel leads to import error