Note 17 - Regulatory Matters (Details Textual) - USD ($) shares in Thousands, $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017		Sep. 30, 2017		Jan. 01, 2019	Dec. 31, 2016	Apr. 20, 2016	Jan. 01, 2016
Capital Conservation Buffer, Annual Phase-in								0.625%
Common Equity Capital Required for Capital Adequacy to Risk Weighted Assets	4.50%	[1]	4.50%	[1]		4.50%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.00%	[1]	6.00%	[1]		6.00%
Capital Required for Capital Adequacy to Risk Weighted Assets	8.00%	[1]	8.00%	[1]		8.00%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	[1]	4.00%	[1]		4.00%
2015 Share Repurchase Program [Member]
Treasury Stock, Shares, Acquired	0		0
Stock Repurchase Program, Authorized Amount							$ 2.0
Stock Repurchase Program, Remaining Authorized Repurchase Amount	$ 2.0		$ 2.0
Bear State Bank [Member]
Common Equity Capital Required for Capital Adequacy to Risk Weighted Assets	4.50%	[1]	4.50%	[1]		4.50%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.00%	[1]	6.00%	[1]		6.00%
Capital Required for Capital Adequacy to Risk Weighted Assets	8.00%	[1]	8.00%	[1]		8.00%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	[1]	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	$ 20.7		$ 20.7
Bear State Bank [Member] | Federal Reserve Bank [Member]
Statutory Accounting Practices, Statutory Amount Available for Dividend Payments without Regulatory Approval	$ 21.0		$ 21.0
Scenario, Forecast [Member]
Capital Conservation Buffer					2.50%
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%.