# Does a martingale difference sequence (mds) imply strong mixing?

I read this from an econometrics paper

" The typical hypothesis which is imposed in the time series literature is that the $$u_t$$'s are either independent and identically distributed (i.i.d.) or a martingale difference sequence (m.d.s.). In this work, we do not impose such strong assumptions..... We only assume that it satisfies a strong mixing condition. "

By strong mixing, the authors mean an $$\alpha$$-mixing condition.

Question: Does a m.d.s. imply strong mixing? Thanks

P.s. I did some googling for a few days and I cant seem to find satisfactory answers.