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Note 3 - Stock-Based Compensation and Stock Option Activity (Detail) - Weighted Average Assumptions Used For The Black-Scholes Valuation Mode (Stock Options [Member])	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012
Stock Options [Member]
Risk-free interest rate	1.00%	1.07%
Expected volatility	53.00%	51.00%
Expected dividends	0.00%	0.00%
Expected life (in years)	5 years 6 months	4 years 219 days

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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