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STOCK COMPENSATION EXPENSE, Assumptions (Details) (USD $)
Dec. 31, 2013
Dec. 31, 2012
Dec. 31, 2011
Assumptions used in the Black-Scholes option-pricing model [Abstract]      
Risk-free interest rate (in hundredths) 1.96% 2.31% 3.58%
Expected option life (yrs) 10 years 10 years 10 years
Expected stock price volatility (in hundredths) 35.24% 34.93% 30.01%
Dividend yield (in hundredths) 3.86% 2.68% 4.03%
Weighted average fair value of options granted during the year (in dollars per share) $ 2.85 $ 2.34 $ 1.63