Note 21 - Regulatory Matters (Details Textual) - USD ($) $ / shares in Units, $ in Thousands		12 Months Ended
	Feb. 03, 2016	Dec. 31, 2016		Dec. 31, 2015	Dec. 31, 2014	Jan. 01, 2019	Apr. 20, 2016
Treasury Stock, Shares, Acquired	448,068
Treasury Stock Acquired, Average Cost Per Share	$ 8.05
Treasury Stock, Value, Acquired, Cost Method	$ 3,600	$ 3,672		$ 256	$ 5
2015 Share Repurchase Program [Member]
Treasury Stock, Shares, Acquired		5,114
Treasury Stock Acquired, Average Cost Per Share		$ 8.50
Stock Repurchase Program, Authorized Amount							$ 2,000
Stock Repurchase Program, Remaining Authorized Repurchase Amount		$ 2,000
Bear State Bank [Member]
Common Equity Capital Required for Capital Adequacy to Risk Weighted Assets		4.50%	[1]	4.50%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets		6.00%	[1]	6.00%
Capital Required for Capital Adequacy to Risk Weighted Assets		8.00%	[1]	8.00%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets		4.00%	[1]	4.00%
Bear State Bank [Member] | Arkansas State Bank Department [Member]
Statutory Accounting Practices, Statutory Amount Available for Dividend Payments without Regulatory Approval		$ 10,500
Bear State Bank [Member] | Federal Reserve Bank [Member]
Statutory Accounting Practices, Statutory Amount Available for Dividend Payments without Regulatory Approval		$ 13,900
Scenario, Forecast [Member]
Common Equity Capital Required for Capital Adequacy to Risk Weighted Assets						4.50%
Common Equity Capital Required for Capital Adequacy to Risk Weighted Assets, Including a Capital Conservation Buffer						7.00%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets						6.00%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets, Including a Capital Buffer						8.50%
Capital Required for Capital Adequacy to Risk Weighted Assets						8.00%
Capital Required for Capital Adequacy to Risk Weighted Assets, Including a Capital Buffer						10.50%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets						4.00%

[1] Beginning in 2016, a Capital Conservation Buffer ("CCB") requirement became effective for banking organizations. The Basel III Rules limit capital distributions and certain discretionary bonus payments if the banking organization does not hold a "capital conservation buffer" consisting of 2.5% of common equity tier 1 capital, tier 1 capital and total capital to risk-weighted assets in addition to the amount necessary to meet minimum risk-based capital requirements. The capital conservation buffer began to be phased in on January 1, 2016, at 0.625% of risk-weighted assets, and will continue to be increased each year by that amount until fully implemented at 2.5% on January 1, 2019. When fully phased in on January 1, 2019, the Basel III Rules will require the Company and Bank to maintain (i) a minimum ratio of common equity tier 1 capital to risk-weighted assets of at least 4.5%, plus a 2.5% capital conservation buffer, which effectively results in a minimum ratio of 7.0% upon full implementation, (ii) a minimum ratio of tier 1 capital to risk-weighted assets of at least 6.0%, plus a 2.5% capital conservation buffer, which effectively results in a minimum ratio of 8.50% upon full implementation, (iii) a minimum ratio of total capital to risk-weighted assets of at least 8.0%, plus a 2.5% capital conservation buffer, which effectively results in a minimum ratio of 10.5% upon full implementation and (iv) a minimum leverage ratio of at least 4.0%.