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Share-Based Compensation (Details 3) (Stock Options [Member], USD $)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Stock Options [Member]
Summary of assumptions utilized in the Black-Scholes model for stock options granted
Weighted-average risk-free interest rate	0.62%	1.34%	0.91%
Expected term of option in years	4 years 3 months	3 years 11 months 1 day	2 years 1 month 17 days
Weighted-average volatility	48.40%	58.50%	59.60%
Dividend yield	11.40%	8.90%	9.80%
Weighted average grant date fair value per share	$ 0.87	$ 1.67	$ 1.46

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

+ References

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Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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-Name Staff Accounting Bulletin (SAB)

-Number Topic 14

-Section D

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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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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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