  In this paper we study the price dynamics in a simple model of financial
markets with heterogeneous agents. We concentrate on how increases in the total
number of active traders influences fluctuations of asset prices. We find that
a curious route to chaos is observed when the total number of [active traders]
increases. Particularly, we show that {\it intermittent chaos} [1] of price
fluctuations is observed as the total number of trader increases.
