Buying and selling assets and commodities is central to our contemporary economy. We cannot make sense of these transactions without a theory of monetary value, but the dominant existing theories are inadequate at many different levels. My 2022 book, Inventing Value: The Social Construction of Monetary Worth developed an alternative theoretical and ontological framework. It then used that framework to construct a partial explanatory account of the forces shaping value in the contemporary economy, addressing both value in general but also more specifically value in the finance sector. This involved pulling together explanatory material from a variety of disciplines and traditions, identifying processes and hypothesising the structures underpinning them, and testing the resulting ontology and theory by applying it to some key cases in contemporary finance. In this talk I will outline some of my substantive innovations and findings, but I will also use my experience of the project to discuss how we can apply a critical realist perspective to analyse a major theoretical issue. I will consider the implications for how we can approach theory development in practice and for the relationship between critical realism and other traditions in social science.