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Share-Based Compensation (Tables)
 6 Months Ended
Jun. 30, 2014
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]  
Schedule of Assumptions Used to Calculate Black-Scholes Option Pricing Model for Stock Options Granted

The following table illustrates the various assumptions used to calculate the Black-Scholes option pricing model for stock options granted during the periods presented:

 

For the three months ended    June 30,
2014		    June 30,
2013

Weighted-average risk-free interest rates:

    —      1.47%

Dividend yield:

    —      —  

Weighted-average expected life of the option:

    —      7 Years

Weighted-average expected stock price volatility:

    —      95.16%

Weighted-average fair value of the options granted:

    —      $0.47

 

For the six months ended    June 30,
2014		   June 30,
2012

Weighted-average risk-free interest rates:

    2.01%   1.34%

Dividend yield:

    —     —  

Weighted-average expected life of the option:

    7 Years   7 Years

Weighted-average expected stock price volatility:

    95.16%   92.37%

Weighted-average fair value of the options granted:

    $0.42   $0.33