Unable to get mocked instance of Executor in separate class

I am trying to mock ExecutorService and Executors from java.util.concurrent package.

I am able to get the mocked object if I try to get the object within the same class (test class) where I am mocking the object. However if I try to get the mocked object in a different class (the class I want to test) then it returns actual object from java.util.concurrent. Following is the code snippet.

The class I want to test:

public class MyClass
{
    public void myMethod()
    {
        ExecutorService executorService = Executors.newFixedThreadPool(2, new MyThreadFactory());

        for (int count = 0; count < 2; count++)
        {
            executorService.submit(new Thread());
        }
    }
}

class MyThreadFactory implements ThreadFactory
{
    @Override
    public Thread newThread(Runnable r)
    {
        return null;
    }
}    

My Test class looks like:

@RunWith(PowerMockRunner.class)
@PrepareForTest(Executors.class)
public class MyClassTest
{
    @Test
    public void testMyMethod()
    {
        prepareMocks();            

        //Code to get mocked object (See testMethod below)
    }

    private void prepareMocks()
    {
        ExecutorService executorService = PowerMock.createMock(ExecutorService.class);
        EasyMock.expect(executorService.submit(EasyMock.anyObject(Runnable.class))).andReturn(null).anyTimes();

        PowerMock.mockStatic(Executors.class);
        EasyMock.expect(Executors.newFixedThreadPool(EasyMock.anyInt(), EasyMock.anyObject(ThreadFactory.class))).andReturn(executorService).anyTimes();

        PowerMock.replay(executorService, Executors.class);
    }
}

If MyClassTest.testMyMethod() is as below, it returns mocked oject.

    @Test
    public void testMyMethod()
    {
        prepareMocks();

        //Following code reurned mocked instance of ExecutorService
        ExecutorService executorService = Executors.newFixedThreadPool(2, new MyThreadFactory());

        for (int count = 0; count < 2; count++)
        {
            executorService.submit(new Thread());
        }
    }

However if I change the test method to call myClass.myMethod() it returns actual instance instead of mocked instance in myMethod().

@Test
public void testMyMethod()
{
    prepareMocks();

    /*
     * Within myClass.myMethod(), Executors.newFixedThreadPool() returns actual instance of ThreadPoolExecutor
     * instead of mocked object
     */
    MyClass myClass = new MyClass();
    myClass.myMethod();
}

I am expecting to get a mocked instance of Executors/ExecutorService in myClass.myMethod.

Is this the expected behavior? Could anyone explain the behavior? Am I missing anything?