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It's about how she tries to kill her ex-boyfriend's ghost by drowning ("I keep going to the river to pray"), but his ghost keeps rising like a phoenix no matter what she does to him ("Give up the ghost, Stop the haunting, baby").
It's about how she tries to kill her ex-boyfriend's ghost by drowning ("I keep going to the river to pray"), but his ghost keeps rising like a phoenix no matter what she does to him ("Give up the ghost, Stop the haunting, baby").