MyPy doesn't raise type mismatches between different files

Question

In a directory with the following structure:

src/
  my_module/
    foo.py
    bar.py

I run MyPy using mypy src/mymodule.

If there is the following in a single file (e.g. foo.py):

# foo.py
def hey(whatever: str) -> int:
    return 234

hey(22)

Then MyPy will complain, as it should.

$ mypy src/my_module
src/my_module/foo.py:4: error: Argument 1 to "hey" has incompatible type "int"; expected "str"

However, if one file calls a function from another file:

# foo.py
def hey(whatever: str) -> int:
    return 234

# bar.py
from foo import hey
hey(22)

Then MyPy finds no error:

$ mypy src/mymodule
Success: no issues found in 2 source files

How to make sure that MyPy checks type consistency between different files?