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20. SHARE-BASED COMPENSATION (Detail) - Valuation was based on the assumptions	3 Months Ended
	Mar. 31, 2013
The fair value of option award is estimated on date of grant using Black-Scholes option valuation model to be $164,516
Expected volatility	54.00%
Expected dividends	0.00%
Expected term (in years)	9 months 22 days
Risk-free rate	0.22%
The fair value of option award is estimated on date of grant using Black-Scholes option valuation model to be $6,643,504
Expected volatility	77.00%
Expected dividends	0.00%
Expected term (in years)	5 years 1 month 24 days
Risk-free rate	2.60%

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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