Some papers on trading time, intrinsic time, volume clocks, whatever you want to call it -- the idea that markets "speed up" or "slow down" relative to wall clock time, and that if you can quantify trading time, forecasting price becomes easier:

The original: Benoit Mandelbrot and Howard Taylor - "On The Distribution Of Stock Price Differences". Shockingly far ahead of its time https://users.math.yale.edu/~bbm3/web_pdfs/050onthedistribution.pdf

Easley, de Prado, O'Hara - "The Volume Clock: Insights Into The High-Frequency Paradigm." This is where I first learned about the idea. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2034858

Santhosh - "The Speed Of Price Discovery: Trade Time vs Clock Time". Some empirical data, shows that price action is much "better behaved" under his trade time measure. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2567486

Golub, Glattfelder, Olsen - "The Alpha Engine: Designing an Automated Trading Algorithm" and citations within. Kind of an odd paper but there are some interesting ideas. it clicks off time intervals based on runs and reversals, rather than volume https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2951348

Would love to hear any further thoughts or links along these lines.